AbstractFor Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and potentials of additive functionals which may charge ζ, the lifetime of the process. The basic tools are a Ray-Knight (entrance) compactification, Dynkin's;theory of minimal excessive measures, and a process with random birth and death. In the last section, we work out an example of our techniques, involving entrance laws for one-dimensional diffusions
AbstractConsider a symmetric bilinear form Eϕdefined on C∞c(Rd) by[formula]In this paper we study th...
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceTo visualize how the randomness of a Markov process X is spreading, one can co...
For Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and po...
Summary. Let a be a non-isolated point of a topological space E. Suppose we are given standard proce...
Let X be a Borel right Markov process, let m be an excessive measure for X, and let ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
AbstractWe give an affirmative answer to Feller's boundary problem going back to 1957 by obtaining a...
For certain Markov processes, K. Ito has defined the Poisson point process of excursions away from a...
International audienceiffusive phenomena in statistical mechanics and in other fields arise from mar...
Majid NR, Röckner M. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck proces...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be ei...
An extension problem (often called a boundary problem) of Markov processes has been studied, particu...
AbstractConsider a symmetric bilinear form Eϕdefined on C∞c(Rd) by[formula]In this paper we study th...
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceTo visualize how the randomness of a Markov process X is spreading, one can co...
For Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and po...
Summary. Let a be a non-isolated point of a topological space E. Suppose we are given standard proce...
Let X be a Borel right Markov process, let m be an excessive measure for X, and let ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
AbstractWe give an affirmative answer to Feller's boundary problem going back to 1957 by obtaining a...
For certain Markov processes, K. Ito has defined the Poisson point process of excursions away from a...
International audienceiffusive phenomena in statistical mechanics and in other fields arise from mar...
Majid NR, Röckner M. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck proces...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be ei...
An extension problem (often called a boundary problem) of Markov processes has been studied, particu...
AbstractConsider a symmetric bilinear form Eϕdefined on C∞c(Rd) by[formula]In this paper we study th...
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceTo visualize how the randomness of a Markov process X is spreading, one can co...