On the Markov property of local time for Markov processes on graphs

DOI10.1016/S0304-4149(96)00093-2zbMath0879.60075MaRDI QIDQ1374632

Haya Kaspi, Nathalie Eisenbaum

Publication date: 10 December 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

local timeMarkov propertyconnected planar graphtransient right processWalsh diffusion

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Right processes (60J40)

Related Items (3)

Joint density for the local times of continuous-time Markov chains ⋮ On the Markov property of local time for Markov processes on graphs ⋮ Brownian motions on metric graphs

Cites Work

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• On Dynkin's Markov property of random fields associated with symmetric processes
• A necessary and sufficient condition for the Markov property of the local time process
• Dynkin's isomorphism theorem and the Ray-Knight theorems
• On the Markov property of local time for Markov processes on graphs
• Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
• Sojourn times of diffusion processes
• On the Ray-Knight Markov Property of Local Times
• The equivalence of diffusions on networks to Brownian motion
• Random Walks and A Sojourn Density Process of Brownian Motion

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