Birth and death of a stationary Markov process

DOI10.1007/BF01045163zbMath0701.60072OpenAlexW2056162581MaRDI QIDQ914261

Ellen H. Toby

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01045163

zbMATH Keywords

multiplicative functionalexcessive measurestationary excursion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Multiplicative functionals and Markov processes (60J57)

Cites Work

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• Excessive measures and Markov processes with random birth and death
• Killing a Markov process under a stationary measure involves creation
• Exit systems
• Excursions of a Markov process
• Construction of Markov Processes with Random Times of Birth and Death
• Comultiplicative functionals and the birthing of a Markov process
• Dual Markov processes: Construction of a useful auxiliary process

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