Splitting times for Markov processes and a generalised Markov property for diffusions

DOI10.1007/BF00532861zbMATH Open0288.60064MaRDI QIDQ4776699FDOQ4776699

Authors: Martin Jacobsen 

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
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• Decomposing the Brownian path
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• Coterminal Families and the Strong Markov Property
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Cited In (10)

• A conversation with Jim Pitman
• Markovian bridges: weak continuity and pathwise constructions
• Markov processes conditioned on their location at large exponential times
• Martin boundaries for some space-time Markov processes
• Zero-One Laws and the Minimum of a Markov Process
• On inversions and Doob \(h\)-transforms of linear diffusions
• Birth times, death times and time substitutions in Markov chains
• Path decompositions for Markov chains.
• On the maximum increase and decrease of one-dimensional diffusions
• (Homogeneous) Markovian bridges

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