Sample functions at a last exit time

DOI10.1007/BF00535677zbMath0307.60037OpenAlexW2103577769MaRDI QIDQ4064785

P. W. Millar

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00535677

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Related Items (max. 100)

Zero-One Laws and the Minimum of a Markov Process ⋮ Germ sigma fields and the natural state space of a Markov process ⋮ Stable processes: Sample function growth at a local minimum

Cites Work

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• Continuous additive functionals of a Markov process with applications to processes with independent increments
• Séminaire de probabilités. V. Université de Strasbourg
• The set of zeros of a semistable process
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• Conditional brownian motion and the boundary limits of harmonic functions
• Local times for Markov processes

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