Excursion theory revisited

zbMath1106.60062MaRDI QIDQ2505476

Ronald Getoor, Patrick J. Fitzsimmons

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Borel right processLaplace-Lévy exponentleft-continuous moderate Markov dual

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55) Right processes (60J40)

Related Items (11)

Penalising symmetric stable Lévy paths ⋮ The excursion measure away from zero for spectrally negative Lévy processes ⋮ Unnamed Item ⋮ On Feller's boundary problem for Markov processes in weak duality ⋮ Markov processes conditioned on their location at large exponential times ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ One-point reflection ⋮ On L\'evy processes conditioned to avoid zero ⋮ Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups ⋮ Lévy Systems and Time Changes ⋮ Stable Lévy processes in a cone

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