A necessary and sufficient condition for the Markov property of the local time process
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Publication:688065
DOI10.1214/aop/1176989132zbMath0788.60091OpenAlexW2014460637MaRDI QIDQ688065
Haya Kaspi, Nathalie Eisenbaum
Publication date: 28 November 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989132
Related Items (6)
A Ray-Knight theorem for symmetric Markov processes. ⋮ Joint density for the local times of continuous-time Markov chains ⋮ On the Markov property of local time for Markov processes on graphs ⋮ On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes ⋮ Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions ⋮ Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
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