Excursion theory for rotation invariant Markov processes

DOI10.1007/BF01195226zbMath0767.60065MaRDI QIDQ1203908

Juha Vuolle-Apiala

Publication date: 22 March 1993

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

zbMATH Keywords

additive functionalWalsh's Brownian motionstrong Markov processskew product representation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (2)

Skew Brownian motion-type of extensions ⋮ Invariance principle for non-homogeneous random walks

Cites Work

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• Continuous extensions of skew product diffusions
• Duality theory for self-similar processes
• Itô excursion theory for self-similar Markov processes
• \(\alpha\) -self-similar Markov processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents]
• Representation of an isotropic diffusion as a skew product
• On construction of Markov processes
• Semi-stable Markov processes. I

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