Continuous additive functionals of a Markov process with applications to processes with independent increments

DOI10.1016/0022-247X(66)90079-5zbMath0138.40901MaRDI QIDQ2522065

Ronald Getoor

Publication date: 1966

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (16)

Local times and random time changes ⋮ A weak quasi-Lindelöf property and quasi-fine supports of measures ⋮ Absolute Continuity of Markov Processes and Generators ⋮ Local time penalizations with various clocks for Lévy processes ⋮ Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ Sample functions at a last exit time ⋮ Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models ⋮ Stable processes: Sample function growth at a local minimum ⋮ Some explicit identities associated with positive self-similar Markov processes ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes ⋮ Unnamed Item ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates ⋮ Unnamed Item

Cites Work

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• Additive functionals of a Markov process
• Une généralisation des processus à accroissements positifs independants
• Fonctionnelles multiplicatives et additives de Markov
• An Extended Markov Property
• Local times for Markov processes
• Additive Functionals and Excessive Functions
• On the Distribution of First Hits for the Symmetric Stable Processes
• Markov processes with identical hitting distributions

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