Characterizing all diffusions with the 2M-X property

DOI10.1214/AOP/1176994362zbMath0465.60063OpenAlexW2080874581MaRDI QIDQ1154744

L. C. G. Rogers

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994362

zbMATH Keywords

Bessel processMarkov kernelpath decompositionspeed measure

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (5)

Discrete integrable systems and Pitman's transformation ⋮ Some penalisations of the Wiener measure ⋮ Mixing markovian laws; with an application to path decompositions^† ⋮ Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings ⋮ A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)

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