Mixing markovian laws; with an application to path decompositions†

DOI10.1080/17442508308833254zbMath0511.60069OpenAlexW1976878671MaRDI QIDQ4748935

Paavo H. Salminen

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833254

zbMATH Keywords

mixed Markov processthree dimensional Bessel processesWilliam's path decomposition theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60)

Cites Work

• Unnamed Item
• Unnamed Item
• Characterizing all diffusions with the 2M-X property
• Martin boundaries for some space-time Markov processes
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• One-dimensional Brownian motion and the three-dimensional Bessel process
• On time inversion of one-dimensional diffusion processes
• Markov functions

This page was built for publication: Mixing markovian laws; with an application to path decompositions^†