On invariant measures and dual excursions of Markov processes

DOI10.1007/BF00531528zbMath0525.60076MaRDI QIDQ3038335

Haya Kaspi

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

duality measurerepresentation of invariant measures for Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Related Items

Revuz measures and time changes, Exit systems for dual markov processes, Brownian Excursions from Hyperplanes and Smooth Surfaces, On the excursions of Markov processes in classical duality, Lévy Systems and Time Changes, Stable Lévy processes in a cone

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Classification of coharmonic and coinvariant functions for a Levy process
• Excursions of dual processes
• Exit systems
• Excursions of a Markov process
• Processus de Markov
• Existence of dual processes
• Exit systems for dual markov processes
• Excursions of Markov processes: An approach via Markov additive processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4101244 L�vy systems of Markov additive processes]
• Excursions of a Markov process induced by continuous additive functionals
• [https://portal.mardi4nfdi.de/wiki/Publication:4768424 Syst�mes r�g�n�ratifs et processus semi-markoviens]
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
• [https://portal.mardi4nfdi.de/wiki/Publication:5571425 Propri�t�s relatives des processus de Markov r�currents]
• Markov additive processes. I
• Markov additive processes. II
• Markov processes and their functional in duality
• Mesures Associees Aux Fonctionnelles Additives de Markov. I