Stopping distributions for right processes

DOI10.1007/BF01198789zbMath0729.60071OpenAlexW2063617295MaRDI QIDQ806175

Neil Falkner, Patrick J. Fitzsimmons

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198789

zbMATH Keywords

right processexcessive measurenon-randomized stopping

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Related Items (9)

Embedding in Brownian motion with drift and the Azéma-Yor construction ⋮ A weak quasi-Lindelöf property and quasi-fine supports of measures ⋮ A remark on Kac's scattering length formula ⋮ Potential theory of infinite dimensional Lévy processes ⋮ Convexity properties of harmonic measures ⋮ Independence of time and position for a random walk ⋮ From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ On Skorokhod embeddings and Poisson equations

Cites Work

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