Probability Theory and Related Fields

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

On the Itô excursion process

  • Thomas S. Salisbury


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.


Stochastic Process Probability Theory Markov Process Mathematical Biology Strong Markov Process 
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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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