A decomposition for Markov processes at an independent exponential time

DOI10.26493/1855-3974.943.2A3zbMath1372.60111OpenAlexW2401887341WikidataQ129367295 ScholiaQ129367295MaRDI QIDQ5357288

Mihael Perman

Publication date: 14 September 2017

Published in: Ars Mathematica Contemporanea (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.26493/1855-3974.943.2a3

zbMATH Keywords

Brownian motiondiffusionsexcursionlast exit decompositionsMarkov proceses

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

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