Fictitious states, coupled laws and local time
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Publication:5571430
DOI10.1007/BF00531652zbMath0181.21202MaRDI QIDQ5571430
No author found.
Publication date: 1969
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items
Taboo probabilities in the entrance boundary theory of Markov chains, Decomposition and construction of Markov chains, Approximation of local time at regular boundary points of a markov chain, Decomposition and construction of Markov chains, State Spaces for Markov Chains, Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
Cites Work
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- Resolvents, transition functions, and strongly Markovian processes
- Une généralisation des processus à accroissements positifs independants
- Local time as a derivative of occupation times
- Local times for Markov processes
- A New Method of Approximation in Markov-Chain Theory and its Application to Some Problems in the Theory of Random Time Substituion
- On local time for Markov chains
- A note on the Q-matrices of Markov Chains
- Local time at fictitious states
- Complément à l'étude des processus de Markoff
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