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Killing a Markov process under a stationary measure involves creation

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Publication:1106560
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DOI10.1214/aop/1176991773zbMath0651.60078OpenAlexW2020194362MaRDI QIDQ1106560

Ronald Getoor

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991773


zbMATH Keywords

Markov processstationary measurekillingKuznetsov measuremultiplicative functional


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Multiplicative functionals and Markov processes (60J57)


Related Items

Energy functionals and killing transform ⋮ Birth and death of a stationary Markov process ⋮ Risk sensitive optimal stopping



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