Markov processes and their functional in duality
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Publication:5660982
DOI10.1007/BF00532535zbMATH Open0248.60054OpenAlexW2066158724MaRDI QIDQ5660982FDOQ5660982
Authors: John B. Walsh
Publication date: 1972
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532535
Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)
Cites Work
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- Markoff processes and potentials. I, II, III
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- Additive Functionals of Markov Processes in Duality
- Propri�t�s de continuit� fine des fonctions coexcessives
- Discontinuous additive functionals of dual processes
- Multiplicative functionals of dual processes
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Cited In (25)
- Transformation of symmetric multiplicative functionals
- Deep factorisation of the stable process. II: Potentials and applications
- Riesz Decompositions in Markov Process Theory
- Représentation de temps terminaux et applications aux fonctionnelles additives et aux systèmes de Lévy
- Existence of dual processes
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- Stochastic calculus over symmetric Markov processes with time reversal
- A Ray-Knight theorem for symmetric Markov processes.
- Spectral decomposition of fractional operators and a reflected stable semigroup
- Non-symmetric perturbations of symmetric Dirichlet forms.
- Absolute continuity of symmetric Markov processes.
- Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
- On the potential theory of symmetric Markov processes
- Dual markov functionals: Applications of a useful auxiliary process
- On invariant measures and dual excursions of Markov processes
- Stable processes: Sample function growth at a local minimum
- Zero-One Laws and the Minimum of a Markov Process
- Absolute continuity of symmetric diffusions
- Naturality, standardness, and weak duality for Markov processes
- Entrance and exit at infinity for stable jump diffusions
- Stochastic calculus for symmetric Markov processes
- WEAK DUALITY AND THE DUAL PROCESS FOR A SEMI-DIRICHLET FORM
- Nonhomogeneous Markov processes
- On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
- Markov processes and nonsymmetric Dirichlet forms without regularity
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