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On the Itô excursion process
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  • Published: September 1986

On the Itô excursion process

  • Thomas S. Salisbury1 

Probability Theory and Related Fields volume 73, pages 319–350 (1986)Cite this article

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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.

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Authors and Affiliations

  1. Department of Mathematics, York University, M3J 1 P3, North York, Ontario, Canada

    Thomas S. Salisbury

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  1. Thomas S. Salisbury
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Salisbury, T.S. On the Itô excursion process. Probab. Th. Rel. Fields 73, 319–350 (1986). https://doi.org/10.1007/BF00776237

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  • Received: 01 December 1983

  • Revised: 23 May 1985

  • Issue Date: September 1986

  • DOI: https://doi.org/10.1007/BF00776237

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Keywords

  • Stochastic Process
  • Probability Theory
  • Markov Process
  • Mathematical Biology
  • Strong Markov Process
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