Excursions of a Markov process induced by continuous additive functionals

P. A. Jacobs

doi:10.1007/bf01013195

journal article Dec 01, 1978

Excursions of a Markov process induced by continuous additive functionals

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete Vol. 44 No. 4 pp. 325-336 · Springer Science and Business Media LLC

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Benveneiste, A., Jacod, J.: Systèmes de Lévy des processes de Markov. Inventiones Math.21, 183?198 (1973) 10.1007/bf01390195

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Blumenthal, R.M., Getoor, R.K.: Markov Processes and Potential Theory. New York: Academic Press 1968

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Çinlar, E.: Markov additive processes II. Z. Wahrscheinlichleitstheorie Verw. Geb.24, 95?121 (1972) 10.1007/bf00532537

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Çinlar, E.: Lévy systems of Markov additive processes. Z. Wahrscheinlichkeitstheorie Verw. Geb.31, 175?185 (1975) 10.1007/bf00536006

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Doob, J.L.: Stochastic Processes. New York: Wiley 1953

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Getoor, R.K., Sharpe, M.J.: Last exit decompositions and distributions. Indiana Univ. Math. J.23 (1973) 10.1512/iumj.1974.23.23031

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Getoor, R.K., Sharpe, M.J.: Last exit times and additive functionals. Ann. Prob.1, 500?569 (1973) 10.1214/aop/1176996885

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Gzyl, H.: Ph. D. dissertation. University of California at San Diego, 1975

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Itô, K.: Poisson point processes attached to Markov processes. Proc. Sixth Berkeley Symposium on Math. Statist. and Prob.3, 225?239 (1972)

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Jagers, P.: Aspects of random measures and point processes. In Advances in Probability and Related Topics3, ed. by P. Ney and S.C. Port, Marcel Dekker, New York, 1974, 179?239

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Maisonneuve, B.: Exit systems. Ann. Prob.3, 399?411 (1975) 10.1214/aop/1176996348

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Well, M.: Conditionnement par rapport a passé strict. Séminaire Prob. Strasbourg V, Lecture notes in Mathematics, 191. Berlin-Heidelberg-New York: Springer 1971

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Published: Dec 01, 1978
Vol/Issue: 44(4)
Pages: 325-336
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P. A. Jacobs

Cite This Article

P. A. Jacobs (1978). Excursions of a Markov process induced by continuous additive functionals. Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 44(4), 325-336. https://doi.org/10.1007/bf01013195

Excursions of a Markov process induced by continuous additive functionals

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