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Markov processes with identical last exit distributions. (English) Zbl 0476.60070


MSC:

60J40 Right processes
60J45 Probabilistic potential theory

Citations:

Zbl 0133.409
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References:

[1] Azéma, J., Théorie Générale des Processus et Retournement du Temps, Ann. Sci. Ecole Norm. Sup., 6, 459-519 (1973) · Zbl 0303.60061
[2] Blumenthal, R. M.; Getoor, R. K., Markov Processes and Potential Theory (1968), New York: Academic Press, New York · Zbl 0169.49204
[3] Blumenthal, R. M.; Getoor, R. K.; McKean, H. P. Jr., Markov Processes with Identical Hitting Distributions, Ill. J; Math., 6, 402-420 (1962) · Zbl 0133.40903
[4] Chacon, R. V.; Jamison, B., A Fundamental Property of Markov Processes with an Application to Equivalence under Time Changes, Israel J. Math., 33, 241-269 (1979) · Zbl 0432.60088
[5] Chung, K. L., Probabilistic Approach to the Equilibrium Problem in Potential Theory, Ann. Inst. Fourier, t. XXIII, Fasc., 3, 313-322 (1973) · Zbl 0258.31012
[6] Chung, K. L.; Walsh, J. B., Meyer’s Theorem on Predictability, Z. Wahrscheinlichkeitstheorie und verw. Gebiete, 29, 253-256 (1974) · Zbl 0284.60069
[7] Dellacherie, C., Capacités et Processus Stochastiques, Ergebnisse der Math.67 (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0246.60032
[8] Getoor, R. K.; Sharpe, M. J., Last Exit Times and Additive Functionals, Ann. Probability, 1, 550-569 (1973) · Zbl 0324.60062
[9] Meyer, P. A., Note sur l’Interprétation des Mesures d’Equilibre, Lect. Notes in Math., 321, 210-216 (1973) · Zbl 0262.60055
[10] Revuz, D., Mesures Associés aux Fonctionelles Additives de Markov I, Trans. Amer. Math. Soc., 148, 501-531 (1970) · Zbl 0266.60053
[11] Sharpe, M.J.: General Theory of Markov Processes. Forthcoming book
[12] Glover, J., Intrinsically Homogenous Sets, Splitting Times and the Big Shift, Z. Wahrscheinlich keitstheorie und verw. Gebiete, 56, 133-144 (1981) · Zbl 0443.60075
[13] Dellacherie, C.; Meyer, P. A., Probabilités et Potentiel, Chapitres I à IV (1975), Paris: Hermann, Paris · Zbl 0323.60039
[14] Dellacherie, C.; Meyer, P. A., Probabilités et Potentiel, Chapitres V à VIII (1980), Paris: Hermann, Paris · Zbl 0464.60001
[15] Cinlar, E.; Jacod, J.; Protter, P.; Sharpe, M. J., Semimartingales and Markov Processes, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 54, 161-219 (1980) · Zbl 0443.60074
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