scientific article; zbMATH DE number 3272022

zbMath0169.49204MaRDI QIDQ5556844

R. M. Blumenthal, Ronald Getoor

Publication date: 1968

Full work available at URL: http://www.sciencedirect.com/science/publication?issn=00798169&volume=29

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zbMATH Keywords

probability theory

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increments, [https://portal.mardi4nfdi.de/wiki/Publication:3908283 The central limit problem for, infinite products of, and L�vy processes of renewal sequences], General Gauge Theorem for Multiplicative Functionals, [https://portal.mardi4nfdi.de/wiki/Publication:3911144 On the class of polar sets for symmetric l�vy processes on the line], On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes, Lévy Systems and Time Changes, Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process, Unnamed Item, On the functional central limit theorem and the law of the iterated logarithm for Markov processes, On the symmetric wiener-hopf factorization for markov additive processes, The Euler Scheme for Feller Processes, Excursions of Markov processes: An approach via Markov additive processes, Excessive Measures and the Existence of Right Semigroups and Processes, [https://portal.mardi4nfdi.de/wiki/Publication:3664169 The isoperimetric inequality for isotropic unimodal L�vy processes], On bounded solutions to convolution equations, Regular birth and death times, The trace of a one‐dimensional Markov process with Lévy measure, Markov processes with identical last exit distributions, Representing last exit potentials as potentials of measures, Markov processes and random fields, Constructions of local time for a Markov process, A model of longitudinal dispersion in non–homogeneous porous media, Spectral Gap for the Cauchy Process on Convex, Symmetric Domains, Analytically measurable selection of epsilon optimal transition kernals, Asymptotic estimates of multi-dimensional stable densities and their applications, Stopped distributions for Markov processes in duality, Optimal stopping of Hunt and Lévy processes, Some properties of a special class of self-similar processes, Optimal control of piecewise deterministic markov process, Gaps in the range of nearly increasing processes with stationary independent increments, On the poisson equation and optimal stopping of ergodic markov processes, Différentiabilité fine et capacités, Hitting probabilities of killed brownian motion : a study on geometric regularity, On construction of Markov processes, On a variational inequality associated with a stopping game combined with a control, Gaugeability and conditional gaugeability, On a theorem of Cartan, Operator-stable-like processes, Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes, [https://portal.mardi4nfdi.de/wiki/Publication:5551944 Propri�t�s de continuit� fine des fonctions coexcessives], Feine Topologie am Martinrand eines Standardprozesses, Piecewise deterministic Markov processes, [https://portal.mardi4nfdi.de/wiki/Publication:5571425 Propri�t�s relatives des processus de Markov r�currents], Potential theory for infinitely divisible processes on Abelian groups, Brownian bridge with random length and pinning point for modelling of financial information, A lower lipschitz condition for the stable subordinator, A stochastic integral in storage theory, Lower envelopes near zero and infinity for processes with stable components, Construction of markov processes from hitting distributions, Doob: A Half-Century on, [https://portal.mardi4nfdi.de/wiki/Publication:5603640 Mesures associ�es aux fonctionnelles additives de Markov. II], On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set, A stochastic integral in storage theory, Lower envelopes near zero and infinity for processes with stable components, Construction of markov processes from hitting distributions, TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS, The local time at zero of the reflected symmetric stable process, Decomposition and construction of Markov chains, [https://portal.mardi4nfdi.de/wiki/Publication:5610790 Duality of L�vy systems], Continuous parameter optimal stopping problems, Approximation of local time at regular boundary points of a markov chain, The local time at zero of the reflected symmetric stable process, Decomposition and construction of Markov chains, Discontinuous additive functionals of dual processes, A characterization of fine domains for a certain class of Markov processes with applications to Brelot harmonic spaces, Continuous parameter optimal stopping problems, Some characterizations for Markov processes at first passage, Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift, On some Markov processes related to a symmetric α-stable process, The obstacle problem for quasilinear stochastic integral-partial differential equations, Perpetual integral functionals of multidimensional stochastic processes, A characterization of fine domains for a certain class of Markov processes with applications to Brelot harmonic spaces, Equivalence of Markov Processes, Markov processes with creation of mass. II, Modulus of continuity for continuous additive functional, Comparison Theorems on Regular Points for Multidimensional Markov Processes of Transient Type, On the uniqueness of diffusions, Measure function properties of the asymmetric Cauchy process, Duality of multiplicative functionals, A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem, Markov additive processes. I, Markov additive processes. II, Local potential operator and uniform resolvent estimate for generalized Schrödinger operator in Orlicz spaces, Convergence of semi-groups associated with continuous additive functionals of a Markov process, Random potentials for Markov processes, Excision of a strong Markov process, Coterminal families and the strong Markov property, Représentation de temps terminaux et applications aux fonctionnelles additives et aux systèmes de Lévy, Symmetric Wiener-Hopf factorisations in Markov additive processes, Markov processes and their functional in duality, Semilinear Markov processes, subordinators and renewal theory, Fine boundary minimum principle and dual processes, Multiple points for a process in R2 with stable components, OPTIMAL STOPPING WITH DELAYED INFORMATION, The First Hitting Distribution of a Sphere for Symmetric Stable Processes, A temporal factorization at the maximum for certain positive self-similar Markov processes, Unnamed Item, On a Subclass of Square Integrable Martingales, Unnamed Item, Feynman--Kac Transform for Anomalous Processes, Existence Theorems for Infinite Particle Systems, Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes, Unnamed Item, Quadratic Variation of Potentials and Harmonic Functions, Dirichlet Spaces and Strong Markov Processes, Unnamed Item, Capacity, energy and potential theory for random fields, A Survey on Invariance and Ergodicity of Quantum Markov Semigroups, Unnamed Item, Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions, Local times and supermartingales, On dual multiplicative functionals, On the relation between elliptic and parabolic Harnack inequalities, [https://portal.mardi4nfdi.de/wiki/Publication:5186512 Continuity of local times for L�vy processes], Unnamed Item, Unnamed Item, Delayed and rushed motions through time change, Regularity of harmonic functions for anisotropic fractional Laplacians, On L\'evy processes conditioned to avoid zero, Ergodic properties and ergodic decompositions of continuous-time Markov processes, Extinction of branching symmetric α-stable processes, Unnamed Item, Probabilistic aspects of critical growth-fragmentation equations, Unnamed Item, Unnamed Item, Recurrence and Transience of Quantum Markov Semigroups, An Optimal Dividend Problem with Capital Injections over a Finite Horizon, Impulse control and expected suprema, Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems, Boundary Harnack inequality for Markov processes with jumps, Time-like Graphical Models, Superprocesses as Models for Information Dissemination in the Future Internet, The extended hypergeometric class of Lévy processes, Coterminal Families and the Strong Markov Property, Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems, Regularity theory of Kolmogorov operator revisited, On the Harmonic Measure of Stable Processes, Minimal Invariant Functions of the Space-Time Wiener Process, Zero-One Laws and the Minimum of a Markov Process, The Dirichlet problem of a discontinuous Markov process, Unnamed Item, Unnamed Item, Unnamed Item, Generalized independent increments processes, Unnamed Item, Harnack inequalities for non-local operators of variable order, Potentials of Stable Processes, Unnamed Item, The system of quasi-variational inequalities attached to the two-armed bandit problem, Construction of local solutions to sde's with singular drift, Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations, Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions, Unnamed Item, Unnamed Item, Representation of Functions as Limits of Martingales, The Ergodic Decomposition of Conservative Baire Measures, On the Hausdorff dimension of the inverse image of a compact set under a levy process, The central limit problem for geodesic random walks, Unbounded local times, Behavior of diffusion semi-groups at infinity, Weak convergence of a sequence of Markov chains, Strongly supermedian functions and optimal stopping, Asymptotics for time-changed diffusions, [https://portal.mardi4nfdi.de/wiki/Publication:4054469 Processus de Markov associ� a une forme de Dirichlet non sym�trique], On a fine capacity related to a symmetric Markov process, Théorie générale des processus et retournement du temps, Sample functions at a last exit time, Unnamed Item, Unnamed Item, Killing and subordination, Two theorems on capacity for Markov processes with stationary independent increments, Balayage and multiplicative functionals, Reciprocal processes, [https://portal.mardi4nfdi.de/wiki/Publication:4091222 L�vy processes: Absolute continuity of hitting times for points], On ?-optimal stopping of a drifted Brownian motion on the line, Balayage et formes de Dirichlet, Hitting Time Bounds for Brownian Motion on a Fractal, [https://portal.mardi4nfdi.de/wiki/Publication:4101244 L�vy systems of Markov additive processes], Sur un problème de dynkin, [https://portal.mardi4nfdi.de/wiki/Publication:4104688 Dualit� convexe, temps d'arr�t optimal et contr�le stochastique], Square of Brownian motion, Ergodic description of STIT tessellations, Temps d'arrÊt optimal, théorie générale des processus et processus de Markov, ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel, Germ sigma fields and the natural state space of a Markov process, The critical measure diffusion process, On the stochastic heat equation with spatially-colored random forcing, Comultiplicative functionals and the birthing of a Markov process, Another limit theorem for local time, Compactness of stopping times, Markov solutions of stochastic differential equations, On a Theorem of Hartman and Wintner, BSDE AND GENERALIZED DIRICHLET FORMS: THE FINITE-DIMENSIONAL CASE, Characterization of semipolar sets for processes with stationary independent increments, Paths of random evolutions, Excursions of a Markov process induced by continuous additive functionals, [https://portal.mardi4nfdi.de/wiki/Publication:4157375 �ber das Fortsetzungsproblem f�r Prozesse mit unabh�ngigen Zuw�chsen], MARKOV Processes in General State Spaces (Part I), The sector condition implies that semipolar sets are quasi-polar, On the probability of a symmetric stable process crossing a bottom outer boundary, [https://portal.mardi4nfdi.de/wiki/Publication:4162257 Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris], Sur les processus de diffusion de dimension 2, [https://portal.mardi4nfdi.de/wiki/Publication:4169997 Multiple points for transient symmetric L�vy processes in R d], Symmetrization, symmetric stable processes, and Riesz capacities, Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates, Control of jump processes and applications, Splitting times and shift functionals, Probabilistic approach to the quantum separation effect for the Feynman–Kac semigroup, Multiple points for symmetric Lévy processes, [https://portal.mardi4nfdi.de/wiki/Publication:4181723 Multiple points for transient symmetric L�vy processes in R d], On the asymptotic geometrical behaviour of a class of contact interaction processes with a monotone infection rate, Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators, On the potential theory of subordinators, Intersections of Markov random sets, Dual Markov processes: Construction of a useful auxiliary process, Dual markov functionals: Applications of a useful auxiliary process, On the closability of Dirichlet forms, [https://portal.mardi4nfdi.de/wiki/Publication:4197850 Temps local et d�nombrements d'excursions], Stochastic processes on ℚp induced by maps and recurrence criteria, Unnamed Item, Unnamed Item, Discontinuous time changes of semiregenerative processes and balayage theorems, Invariant ?-fields for a class of diffusions, On the Hausdorff dimension of the Brownian slow points, On the construction of Hunt processes from resolvents, Isotropic Transport Process on a Riemannian Manifold, Mixing markovian laws; with an application to path decompositions^†, Unnamed Item, Polar Sets and Palm Measures in the Theory of Flows, Transition operators of diffusions reduce zero-crossing, The exact measure functions of the images for a class of self-similar processes, An H–theorem for a class of Markov processes, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:4768424 Syst�mes r�g�n�ratifs et processus semi-markoviens], Local property of Dirichlet forms and continuity of sample paths, Meyer's theorem on predictability, Splitting times for Markov processes and a generalised Markov property for diffusions, New Hilbert space tools for analysis of graph Laplacians and Markov processes, The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm, Stochastic Processes in the Decades after 1950, A probability approximation framework: Markov process approach, Hoeffding's inequality for non-irreducible Markov models, Shadows and barriers, Self‐adjoint Laplacians and symmetric diffusions on hyperbolic attractors, An elementary proof that walk dimension is greater than two for Brownian motion on Sierpiński carpets, On the rôle of singular functions in extending the probabilistic symbol to its most general class, Stability of overshoots of Markov additive processes, Irreducibility and uniqueness of symmetric measure for Markov processes, On the local times of noise reinforced Bessel processes, Compound Poisson processes: potentials, Green measures and random times, From Markov processes to semimartingales, Stochastic solutions and singular partial differential equations, Elastic drifted Brownian motions and non-local boundary conditions, Minimal subharmonic functions and related integral representations, Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes, Convexity of complements of limit sets for holomorphic foliations on surfaces