scientific article; zbMATH DE number 3446162

zbMATH Open0284.60051MaRDI QIDQ4771944FDOQ4771944

Authors: Kiyosi Itô 

Publication date: 1972

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55) Stochastic processes (60G99)

Cited In (62)

• Characterizations and embedding properties in exchangeability
• On the first positive and negative excursion exceeding a given length
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• Local time and excursions of reflected Brownian motion in a wedge
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• Totally ordered measured trees and splitting trees with infinite variation
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• Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
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• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
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• Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs
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• On functionals of excursions for Bessel processes with negative index
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• Itô's excursion theory and random trees
• A new firing paradigm for integrate and fire stochastic neuronal models
• On a formula on the potential operators of absorbing Lévy processes in the half space
• A limit theorem for trees of alleles in branching processes with rare neutral mutations
• From one dimensional diffusions to symmetric Markov processes
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• Semi-stable Markov processes. I
• Approximation and duality problems of refracted processes
• Approximation models for the continuous additive functionals of multidimensional Brownian motion
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
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• Infinitely divisible OS-positive processes
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Markov processes with darning and their approximations
• On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin
• Excursion theory for Brownian motion indexed by the Brownian tree
• One-point extensions of Markov processes by darning
• (Homogeneous) Markovian bridges
• Generalized scale functions of standard processes with no positive jumps
• An introduction to excursion risk through discrete-time excursions
• Integral functionals under the excursion measure
• An excursion theoretic approach to Parisian ruin problem
• On bivariate distributions of the local time of Itô-McKean diffusions
• Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions
• Stationary local random countable sets over the Wiener noise
• Stochastic Processes in the Decades after 1950
• Stochastic model for barrier crossings and fluctuations in local timescale

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