Excursions of dual processes

DOI10.1016/S0001-8708(82)80006-6zbMath0497.60067MaRDI QIDQ1170824

Ronald Getoor, Michael J. Sharpe

Publication date: 1982

Published in: Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

excursion theorytime reversaldual processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Related Items (16)

On a Lévy process pinned at random time ⋮ Occupation time distributions for Lévy bridges and excursions ⋮ Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ Exit systems for dual markov processes ⋮ On invariant measures and dual excursions of Markov processes ⋮ Brownian Excursions from Hyperplanes and Smooth Surfaces ⋮ Naturality, standardness, and weak duality for Markov processes ⋮ (Homogeneous) Markovian bridges ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ On the excursion theory for linear diffusions ⋮ A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation ⋮ On the excursions of Markov processes in classical duality ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition ⋮ Time reversal depending on local time

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• Discontinuous additive functionals of dual processes
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