Symmetries and functions of Markov processes

DOI10.1214/aop/1176990851zbMath0714.60060OpenAlexW1984938223MaRDI QIDQ751055

Joseph Glover, Joanna B. Mitro

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990851

zbMATH Keywords

symmetry groupscontinuous additive functionalexcessive functionsstrong Markovtransience hypothesestransient Hunt process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

Related Items (11)

Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ Symmetries of excessive measures of Markov processes ⋮ Collapsing of non-homogeneous Markov chains ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ Symmetry groups of Markov processes and the diagonal principle ⋮ Markov functions of a time-changed recurrent diffusion ⋮ Random transformations and invariance of semimartingales on Lie groups

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