Splitting times for Markov processes and a generalised Markov property for diffusions

DOI10.1007/BF00532861zbMath0288.60064MaRDI QIDQ4776699

Martin Jacobsen

Publication date: 1974

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

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Related Items

Path decompositions for Markov chains., Zero-One Laws and the Minimum of a Markov Process, A conversation with Jim Pitman, On the maximum increase and decrease of one-dimensional diffusions, Markovian bridges: weak continuity and pathwise constructions, Birth times, death times and time substitutions in Markov chains, Markov processes conditioned on their location at large exponential times, (Homogeneous) Markovian bridges, On Inversions and Doob h-Transforms of Linear Diffusions, Martin boundaries for some space-time Markov processes

Cites Work

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• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Coterminal Families and the Strong Markov Property
• Decomposing the Brownian path