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Excursions of dual processes. (English) Zbl 0497.60067


MSC:

60J25 Continuous-time Markov processes on general state spaces
60J55 Local time and additive functionals

Citations:

Zbl 0381.60061
Full Text: DOI

References:

[1] Blumenthal, R. M.; Getoor, R. K., Markov Processes and Potential Theory (1968), Academic Press: Academic Press New York · Zbl 0169.49204
[2] Dellacherie, C.; Meyer, P.-A., Probabilités et Potentiel (1975), Hermann: Hermann New York · Zbl 0323.60039
[3] Getoor, R. K., Multiplicative functionals of dual processes, Ann. Inst. Fourier, 21, 43-83 (1971) · Zbl 0209.19506
[4] Getoor, R. K., Duality of Lévy Systems, Z. Wahrs. Verw. Geb., 19, 257-270 (1971) · Zbl 0208.43804
[5] Getoor, R. K., Excursions of a Markov process, Ann. Prob., 8, 244-266 (1979) · Zbl 0399.60069
[6] Getoor, R. K.; Sharpe, M. J., Last exit times and additive functionals, Ann. Prob., 1, 550-569 (1973) · Zbl 0324.60062
[7] Getoor, R. K.; Sharpe, M. J., Last exit decompositions and distributions, Indiana Univ. Math. J., 23, 377-404 (1973) · Zbl 0314.60055
[8] Getoor, R. K.; Sharpe, M. J., Balayage and multiplicative functionals, Z. Wahrs. Verw. Geb., 28, 139-164 (1974) · Zbl 0324.60061
[9] Getoor, R. K.; Sharpe, M. J., Some random time dilations of a Markov process, Math. Z., 167, 187-199 (1979) · Zbl 0387.60085
[10] Getoor, R. K.; Sharpe, M. J., Excursions of Brownian motion and Bessel processes, Z. Wahrs. verw. Geb., 47, 83-106 (1979) · Zbl 0399.60074
[11] Getoor, R. K.; Sharpe, M. J., Markov properties of Markov processes, Z. Wahrs. verw. Geb., 55, 313-330 (1981) · Zbl 0451.60067
[12] Ito, K.; McKean, H. P., Diffusion Processes and Their Sample Paths (1965), Academic Press: Academic Press Paris · Zbl 0127.09503
[13] Maisonneuve, B., Exit systems, Ann. Prob., 3, 399-411 (1975) · Zbl 0311.60047
[14] Maisonneuve, B., On the structure of certain excursions of a Markov process, Z. Wahrs. verw. Geb., 47, 61-67 (1979) · Zbl 0381.60061
[15] Maisonneuve, B.; Meyer, P. A., Ensembles aleatoires markoviens homogènes, (Strasbourg Seminar VIII. Strasbourg Seminar VIII, Lecture Notes in Mathematics No. 381 (1974), Springer-Verlag: Springer-Verlag New York), 172-261 · Zbl 0362.60003
[16] Port, S. C.; Stone, C. J., Brownian Motion and Classical Potential Theory (1978), Academic Press: Academic Press Berlin/New York · Zbl 0184.21402
[17] Revuz, D., Mesures associées aux fonctionelles additives de Markov I, Trans. Amer. Math. Soc., 148, 501-531 (1970) · Zbl 0266.60053
[18] Revuz, D., Mesures associées aux fonctionelles additives de Markov II, Z. Wahrs. verw. Geb., 16, 336-344 (1970) · Zbl 0203.49803
[19] Sharpe, M. J., Discontinuous additive functionals of dual processes, Z. Wahrs. verw. Geb., 21, 81-95 (1972) · Zbl 0213.19404
[20] Sharpe, M. J., Exact multiplicative functionals in duality, Indiana Univ. Math. J., 21, 27-60 (1971) · Zbl 0211.20704
[21] M. J. Sharpe; M. J. Sharpe · Zbl 0649.60079
[22] Silverstein, M. L., Boundary Theory for Symmetric Markov Processes, (Lecture Notes in Mathematics No. 516 (1976), Springer-Verlag: Springer-Verlag New York) · Zbl 0177.45801
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