Application du calcul stochastique a i'etude de processus de markov reguliers sur [0,1]

DOI10.1080/17442508608833417zbMath0609.60083OpenAlexW2019418369MaRDI QIDQ3749872

Sylvie Méléard

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833417

zbMATH Keywords

killingtime changeregular strong Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items

On the excursion theory for linear diffusions ⋮ Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing

Cites Work

• The general diffusion operator and positivity preserving semigroups in one dimension
• Instantaneous Control of Brownian Motion
• Semimartingales and Markov processes
• ON CONTINUOUS MARTINGALES