A necessary and sufficient condition for the Markov property of the local time process

DOI10.1214/AOP/1176989132MaRDI QIDQ688065zbMATHOpenAlexFDO

Authors Nathalie Eisenbaum, Haya Kaspi

Publication date 28 November 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989132

zbMATH Keywords

Markov processlocal timeDirac measureHunt processRay-Knight theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

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Cited in

(9)

• Joint density for the local times of continuous-time Markov chains
• Stochastic Volterra equations for the local times of spectrally positive stable processes
• A Ray-Knight theorem for symmetric Markov processes.
• On the Markov property of local time for Markov processes on graphs
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• Transience and recurrence of Markov processes with constrained local time
• Ray Knight theorems for spectrally negative Lévy processes
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
• On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes

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