Construction of right processes from excursions

DOI10.1007/BF00776238zbMath0587.60068MaRDI QIDQ1072247

Thomas S. Salisbury

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

strong Markov propertyexcursion processRay and right propertiesRay- Knight compactification

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (15)

First hitting time of Brownian motion on simple graph with skew semiaxes ⋮ Brownian bridge asymptotics for random mappings ⋮ Harmonic functions on Walsh's Brownian motion ⋮ Diffusion spiders: Green kernel, excessive functions and optimal stopping ⋮ Non-extinction of a Fleming-Viot particle model ⋮ Size-biased sampling of Poisson point processes and excursions ⋮ Serve the shortest queue and Walsh Brownian motion ⋮ Volume growth and stochastic completeness of graphs ⋮ Markov processes conditioned on their location at large exponential times ⋮ One-point reflection ⋮ On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin ⋮ Stable Lévy processes in a cone ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition ⋮ Brownian motions on metric graphs ⋮ On the Itô excursion process

Cites Work

• On the Itô excursion process
• Markov processes: Ray processes and right processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents]
• On construction of Markov processes
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