Path continuity and last exit distributions

Ming Liao

Séminaire de probabilités de Strasbourg (1984)

  • Volume: 18, page 119-126

How to cite

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Liao, Ming. "Path continuity and last exit distributions." Séminaire de probabilités de Strasbourg 18 (1984): 119-126. <http://eudml.org/doc/113472>.

@article{Liao1984,
author = {Liao, Ming},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {hitting distributions; last exit distributions; path continuity of a Markov process},
language = {eng},
pages = {119-126},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Path continuity and last exit distributions},
url = {http://eudml.org/doc/113472},
volume = {18},
year = {1984},
}

TY - JOUR
AU - Liao, Ming
TI - Path continuity and last exit distributions
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 119
EP - 126
LA - eng
KW - hitting distributions; last exit distributions; path continuity of a Markov process
UR - http://eudml.org/doc/113472
ER -

References

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  1. 1. R.M. Blumenthal and R.K. Getoor, "Markov Processes and Potential Theory", Academic Press, New York (1968). Zbl0169.49204MR264757
  2. 2. K.L. Chung and M. Rao, "A New Setting for Potential Theory", Ann. Inst. Fourier30 (1980), pp. 167-198. Zbl0424.31004MR597022
  3. 3. Courrège et Priouret, "Axiomatique du Problème de Dirichlet et Processus de Markov", Seminaire de Theorie du Potentiel (Brelot-Choquet-Deny) V.8, 1963/64. Zbl0132.33803
  4. 4. Joseph Glover, "Markov Processes with Identical Last Exit Distributions", Z. Wahrscheinlichkeitstheorie Verw. Geb.59 (1982), pp. 67-75. Zbl0476.60070MR643789

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