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Exit systems for dual Markov processes. (English) Zbl 0525.60075

Summary: This paper investigates the relationship between “dual” exit systems \((^*P,B)\) and \((^*\hat P, B)\) of a pair of dual Markov processes, using the associated “two-sided process” \(Z\) constructed by the author in a previous paper [ ibid. 47, 139–156 (1979; Zbl 0406.60067)]. The key fact is that when the two exit systems are embedded into \(Z\), they share an underlying homogeneous random set. Some applications to excursions are given., including a result on reversing excursions from a point.

MSC:

60J25 Continuous-time Markov processes on general state spaces
60J45 Probabilistic potential theory

Citations:

Zbl 0406.60067
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References:

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