Itô's theory of excursion point processes and its developments

DOI10.1016/J.SPA.2010.01.012zbMATH Open1201.60052OpenAlexW2066074304MaRDI QIDQ972810FDOQ972810

Authors: Shinzo Watanabe 

Publication date: 21 May 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.01.012

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zbMATH Keywords

excursion point processes associated with diffusion processes satisfying boundary conditionsstationary Poisson point process with values in function space

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Stochastic integrals (60H05)

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Cited In (17)

• Construction of semimartingales from pieces by the method of excursion point processes
• Semiclassical analysis and a new result in excursion theory
• Title not available (Why is that?)
• Brownian motion on stable looptrees
• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
• Itô's excursion theory and its applications
• On the Itô excursion process
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
• Infinite stable looptrees
• Itô's excursion theory and random trees
• A limit theorem for trees of alleles in branching processes with rare neutral mutations
• Excursions of the Brox diffusion
• Addendum to ?it� excursion theory via resolvents?
• Limit theorems of Brownian additive functionals
• Extensions of Brownian motion to a family of Grushin-type singularities
• The excursion measure away from zero for spectrally negative Lévy processes
• Title not available (Why is that?)

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