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Probability Theory and Related Fields

, Volume 73, Issue 3, pp 319–350 | Cite as

On the Itô excursion process

  • Thomas S. Salisbury
Article

Summary

Necessary and sufficient conditions are given, for a process to be the excursion process of some strong Markov process. These are modifications of necessary conditions of Itô, which are here shown by example not to be sufficient.

Keywords

Stochastic Process Probability Theory Markov Process Mathematical Biology Strong Markov Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Thomas S. Salisbury
    • 1
  1. 1.Department of MathematicsYork UniversityNorth YorkCanada

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