On the structure of certain excursions of a Markov process

DOI10.1007/BF00533251zbMath0381.60061OpenAlexW2035080421MaRDI QIDQ4162254

Bernard Maisonneuve

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1007/bf00533251

Mathematics Subject Classification ID

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

Related Items (3)

Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems) ⋮ Excursions of dual processes ⋮ On the excursions of Markov processes in classical duality

Cites Work

• Unnamed Item
• Exit systems
• Excursions of a Markov process

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