Excursions of a Markov Process
Getoor, R. K.
Ann. Probab., Tome 7 (1979) no. 6, p. 244-266 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The excursion straddling $t$ and the first excursion exceeding $u$ in length of a Markov process are compared in a general setting. These results are then specialized to the excursions from a point, and to specific processes. The main tool is the general theory of excursions as developed by Maisonneuve and others.
Publié le : 1979-04-14
Classification:  Markov processes,  excursions,  entrance law,  exit law,  local time,  60J40,  60J55,  60J45 
@article{1176995086,
     author = {Getoor, R. K.},
     title = {Excursions of a Markov Process},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 244-266},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995086}
}

Getoor, R. K. Excursions of a Markov Process. Ann. Probab., Tome 7 (1979) no. 6, pp.  244-266. http://gdmltest.u-ga.fr/item/1176995086/