For Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and potentials of additive functionals which may charge [zeta], 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.Markov processes time change additive functionals Revuz measure entrance law Ray-Knight compactification Riesz decomposition h-path transform
For forward and reverse martingale processes, weak convergence to appropriate stochastic (but, not n...
Given a finite set K, we denote by X = ∆(K) the set of probabilities on K and by Z = ∆f (X) the set ...
Majid NR, Röckner M. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck proces...
AbstractFor Markov processes in weak duality, we study time changes, decompositions of Revuz measure...
Let X be a Borel right Markov process, let m be an excessive measure for X, and let ...
Summary. Let a be a non-isolated point of a topological space E. Suppose we are given standard proce...
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...
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...
AbstractConsider a symmetric bilinear form Eϕdefined on C∞c(Rd) by[formula]In this paper we study th...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
We first give an extension of a theorem of Volkonskii and Rozanov characterizing the strictly statio...
AbstractWe give an affirmative answer to Feller's boundary problem going back to 1957 by obtaining a...
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process ei...
For forward and reverse martingale processes, weak convergence to appropriate stochastic (but, not n...
Given a finite set K, we denote by X = ∆(K) the set of probabilities on K and by Z = ∆f (X) the set ...
Majid NR, Röckner M. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck proces...
AbstractFor Markov processes in weak duality, we study time changes, decompositions of Revuz measure...
Let X be a Borel right Markov process, let m be an excessive measure for X, and let ...
Summary. Let a be a non-isolated point of a topological space E. Suppose we are given standard proce...
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...
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...
AbstractConsider a symmetric bilinear form Eϕdefined on C∞c(Rd) by[formula]In this paper we study th...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
We first give an extension of a theorem of Volkonskii and Rozanov characterizing the strictly statio...
AbstractWe give an affirmative answer to Feller's boundary problem going back to 1957 by obtaining a...
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process ei...
For forward and reverse martingale processes, weak convergence to appropriate stochastic (but, not n...
Given a finite set K, we denote by X = ∆(K) the set of probabilities on K and by Z = ∆f (X) the set ...
Majid NR, Röckner M. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck proces...