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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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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DOI: https://doi.org/10.1007/BF00776237
Keywords
- Stochastic Process
- Probability Theory
- Markov Process
- Mathematical Biology
- Strong Markov Process