Excursion theory revisited
Fitzsimmons, P. J. ; Getoor, R. K.
Illinois J. Math., Tome 50 (2006) no. 1-4, p. 413-437 / Harvested from Project Euclid
Excursions from a fixed point $b$ are studied in the framework of a general Borel right process $X$, with a fixed excessive measure $m$ serving as background measure; such a measure always exists if $b$ is accessible from every point of the state space of $X$. In this context the left-continuous moderate Markov dual process $\widehat X$ arises naturally and plays an important role. This allows the basic quantities of excursion theory such as the Laplace-L\'evy exponent of the inverse local time at $b$ and the Laplace transform of the entrance law for the excursion process to be expressed as inner products involving simple hitting probabilities and expectations. In particular if $X$ and $\widehat X$ are honest, then the resolvent of $X$ may be expressed entirely in terms of quantities that depend only on $X$ and $\widehat X$ killed when they first hit $b$.
Publié le : 2006-05-15
Classification:  60J40,  60G51,  60J45,  60J55
@article{1258059481,
     author = {Fitzsimmons, P. J. and Getoor, R. K.},
     title = {Excursion theory revisited},
     journal = {Illinois J. Math.},
     volume = {50},
     number = {1-4},
     year = {2006},
     pages = { 413-437},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258059481}
}
Fitzsimmons, P. J.; Getoor, R. K. Excursion theory revisited. Illinois J. Math., Tome 50 (2006) no. 1-4, pp.  413-437. http://gdmltest.u-ga.fr/item/1258059481/