An integral equation arising in connection with Markov chains

DOI10.1007/BF00531593MaRDI QIDQ5533894zbMATH OpenOpenAlexFDO

Authors Henry P. McKean

Publication date 1967

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

Full work available at URL https://doi.org/10.1007/bf00531593

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Boundary theory for Markov processes (60J50)

Cites work

• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3234081 (Why is no real title available?)
• scientific article; zbMATH DE number 3234082 (Why is no real title available?)
• On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes

Cited in

(4)

• A convolution equation and hitting probabilities of single points for processes with stationary independent increments
• Semilinear Markov processes, subordinators and renewal theory
• Limit theorems for regenerative phenomena, recurrent events and renewal theory
• Limit theorems for regenerative phenomena, recurrent events and renewal theory

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