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

DOI10.1214/AOP/1176989132zbMATH Open0788.60091OpenAlexW2014460637MaRDI QIDQ688065FDOQ688065

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

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zbMATH Keywords

Markov processlocal timeDirac measureHunt processRay-Knight theorem

Mathematics Subject Classification ID

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

Cited In (9)

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

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