Markov processes with identical last exit distributions

DOI10.1007/BF00575526zbMath0476.60070OpenAlexW1964501993MaRDI QIDQ3932092

Joseph Glover

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf00575526

zbMATH Keywords

time changeequilibrium measureslast exit distributionlocally Hunt process

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Right processes (60J40)

Related Items (4)

Markov Processes with Identical Hitting Probabilities ⋮ A characterization of \(h\)-Brownian motion by its exit distributions ⋮ A characterization of Brownian motion in a Lipschitz domain by its killing distributions ⋮ Representing last exit potentials as potentials of measures

Cites Work

• A fundamental property of Markov processes with an application to equivalence under time changes
• Last exit times and additive functionals
• Probabilistic approach to the equilibrium problem in potential theory
• Semimartingales and Markov processes
• Intrinsically homogeneous sets, splitting times, and the big shift
• Théorie générale des processus et retournement du temps
• Meyer's theorem on predictability
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• Markov processes with identical hitting distributions
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