A decomposition for Markov processes at an independent exponential time

DOI10.26493/1855-3974.943.2a3zbMath1372.60111MaRDI QIDQ5357288

Mihael Perman

Publication date: 14 September 2017

Published in: Ars Mathematica Contemporanea (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.26493/1855-3974.943.2a3

zbMATH Keywords

Brownian motion; diffusions; excursion; last exit decompositions; Markov proceses

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

60J65: Brownian motion

60J60: Diffusion processes

60J55: Local time and additive functionals