Markov processes and their functional in duality
From MaRDI portal
Publication:5660982
Cites work
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- scientific article; zbMATH DE number 3294037 (Why is no real title available?)
- scientific article; zbMATH DE number 3327866 (Why is no real title available?)
- scientific article; zbMATH DE number 3334704 (Why is no real title available?)
- scientific article; zbMATH DE number 3381645 (Why is no real title available?)
- scientific article; zbMATH DE number 3403572 (Why is no real title available?)
- Additive Functionals of Markov Processes in Duality
- Discontinuous additive functionals of dual processes
- Markoff processes and potentials. I, II, III
- Mesures Associees Aux Fonctionnelles Additives de Markov. I
- Multiplicative functionals of dual processes
- Propri�t�s de continuit� fine des fonctions coexcessives
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
- Absolute continuity of symmetric diffusions
- Zero-One Laws and the Minimum of a Markov Process
- Naturality, standardness, and weak duality for Markov processes
- Entrance and exit at infinity for stable jump diffusions
- Stochastic calculus for symmetric Markov processes
- Nonhomogeneous Markov processes
- WEAK DUALITY AND THE DUAL PROCESS FOR A SEMI-DIRICHLET FORM
- On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
- Markov processes and nonsymmetric Dirichlet forms without regularity
This page was built for publication: Markov processes and their functional in duality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5660982)