Representing last exit potentials as potentials of measures

DOI10.1007/BF00537222MaRDI QIDQ3932093zbMATH OpenOpenAlexFDO

Authors Joseph Glover

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00537222

zbMATH Keywords

potential densityRay topologyrepresentation of equilibrium potentials

Mathematics Subject Classification ID

Right processes (60J40) Probabilistic potential theory (60J45)

Cites work

• scientific article; zbMATH DE number 3671443 (Why is no real title available?)
• scientific article; zbMATH DE number 3671449 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3413637 (Why is no real title available?)
• Compactifications for dual processes
• Discontinuous additive functionals of dual processes
• Intrinsically homogeneous sets, splitting times, and the big shift
• Last exit times and additive functionals
• Markov processes with identical last exit distributions
• Markov processes: Ray processes and right processes
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• Probabilistic approach to the equilibrium problem in potential theory
• Some transformations of diffusions by time reversal
• Séminaire de probabilités. V. Université de Strasbourg
• The Markov property at co-optional times
• To reverse a Markov process
• Une théorie de la dualité à ensemble polaire pres. I

Cited in

(2)

• Markov Processes with Identical Hitting Probabilities
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

This page was built for publication: Representing last exit potentials as potentials of measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3932093)