Pinching and twisting Markov processes

DOI10.1214/aop/1046294318zbMath1017.60084OpenAlexW2060524234MaRDI QIDQ1872337

Steven N. Evans, Richard B. Sowers

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1046294318

zbMATH Keywords

Markov functionexcursion theorystratified spaceright processintertwiningFeller processWalsh's spider process

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Right processes (60J40)

Related Items (8)

Explicit formulas for heat kernels on diamond fractals ⋮ Stochastic integral equations for Walsh semimartingales ⋮ Markov processes with darning and their approximations ⋮ Brownian motion on some spaces with varying dimension ⋮ Some limit theorems for heights of random walks on a spider ⋮ Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere) ⋮ Stationary distributions and convergence for Walsh diffusions ⋮ Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization

Cites Work

• Martingale problems for conditional distributions of Markov processes
• Beta-gamma random variables and intertwining relations between certain Markov processes
• Triple points: From non-Brownian filtrations to harmonic measures
• Fiber Brownian motion and the ``hot spots problem
• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Random perturbations of Hamiltonian systems
• Markov functions
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