Killing times for Markov processes

DOI10.1007/BF00531563zbMath0475.60056MaRDI QIDQ3930411

Michael J. Sharpe

Publication date: 1981

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

zbMATH Keywords

splitting timessubprocessesbirth and death times

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Birth times, death times and time substitutions in Markov chains, Markov properties of a Markov process, Regular birth and death times, Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

Cites Work

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• Regular birth times for Markov processes
• Birth, death and conditioning of Markov chains
• Semimartingales and Markov processes
• Markov properties of a Markov process