On construction of Markov processes

DOI10.1007/BF00533718zbMath0494.60071OpenAlexW2032385698MaRDI QIDQ3957739

R. M. Blumenthal

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf00533718

zbMATH Keywords

Poisson point processprescribed entrance law

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Skew Brownian motion-type of extensions, A jump-type SDE approach to real-valued self-similar Markov processes, Recurrent extensions of self-similar Markov processes and Cramér's condition. II, Excursion theory for rotation invariant Markov processes, Spectral decomposition of fractional operators and a reflected stable semigroup, Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes, Itô's excursion theory and its applications, Stable Lévy processes in a cone, Recurrent extensions of self-similar Markov processes and Cramér's condition, Langevin Process Reflected on a Partially Elastic Boundary II, On the Itô excursion process, Construction of right processes from excursions

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