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Predictable local times and exit systems

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1204)

Keywords

  • Local Time
  • Countable Union
  • Optional Projection
  • Canonical Realization
  • Measurable Positive Function

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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References

  1. BOUTABIA, H., "Sur les lois conditionnelles des excursions d'un processus de Markov". Thèse de 3e cycle, Grenoble, 1985.

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  2. GETOOR, R.K., SHARPE, M.J., Last exit decompositions and distributions. Indiana Univ., Math. J., 23, 377–404 (1973).

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  6. MAISONNEUVE, B., Exit Systems. Ann. Prob. 3, 399–411 (1975).

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© 1986 Springer-Verlag

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Kaspi, H., Maisonneuve, B. (1986). Predictable local times and exit systems. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075715

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  • DOI: https://doi.org/10.1007/BFb0075715

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

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