Penalization for birth and death processes
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Publication:939126
DOI10.1007/s10959-007-0123-9zbMath1149.60056MaRDI QIDQ939126
Publication date: 21 August 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-007-0123-9
Brownian motion with drift; Random walk; Dynkin's formula; Sojourn time; Penalization; Bessel chain and process; Birth and death Markov processes; Change of probability
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60J60: Diffusion processes
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60G46: Martingales and classical analysis
60J55: Local time and additive functionals
Cites Work