Regular birth and death times

DOI10.1007/BF00531564zbMath0475.60057MaRDI QIDQ3930412

Arthur O. Pittenger, 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, Independence times for iid sequences, random walks and Lévy processes

Cites Work

• Regular birth times for Markov processes
• Birth, death and conditioning of Markov chains
• Birth times, death times and time substitutions in Markov chains
• Markov properties of a Markov process
• Killing times for Markov processes
• The Markov property at co-optional times
• Coterminal Families and the Strong Markov Property
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