Lévy Systems and Time Changes

DOI10.1007/978-3-642-01763-6_9zbMath1189.60142OpenAlexW182667424MaRDI QIDQ3653082

Ronald Getoor, Patrick J. Fitzsimmons

Publication date: 18 December 2009

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-01763-6_9

zbMATH Keywords

Markov processcontinuous additive functionaltime changeLévy systemexcessive measureexit systemKuznetsov process

Mathematics Subject Classification ID

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

Related Items

Entrance laws at the origin of self-similar Markov processes in high dimensions

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