Splitting times for Markov processes and a generalised Markov property for diffusions
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Publication:4776699
DOI10.1007/BF00532861zbMath0288.60064MaRDI QIDQ4776699
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60J25: Continuous-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
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Cites Work