Sample functions at a last exit time

DOI10.1007/BF00535677MaRDI QIDQ4064785zbMATH OpenOpenAlexFDO

Authors P. W. Millar

Publication date 1976

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

Full work available at URL https://doi.org/10.1007/bf00535677

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Cites work

• Conditional brownian motion and the boundary limits of harmonic functions
• Continuous additive functionals of a Markov process with applications to processes with independent increments
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• scientific article; zbMATH DE number 3484987 (Why is no real title available?)
• scientific article; zbMATH DE number 3562192 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3227572 (Why is no real title available?)
• scientific article; zbMATH DE number 3252863 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3403572 (Why is no real title available?)
• Local times for Markov processes
• Séminaire de probabilités. V. Université de Strasbourg
• The set of zeros of a semistable process

Cited in

(3)

• Stable processes: Sample function growth at a local minimum
• Germ sigma fields and the natural state space of a Markov process
• Zero-One Laws and the Minimum of a Markov Process

This page was built for publication: Sample functions at a last exit time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4064785)