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Volumn 3, Issue , 1998, Pages 1-12

Markov processes with identical bridges

Author keywords

Bridge law; Eigenfunction; Transition density

Indexed keywords


EID: 0002137181     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v3-34     Document Type: Article
Times cited : (12)

References (13)
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    • 0031477387 scopus 로고    scopus 로고
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    • Benjamini, I. and Lee S.: Conditioned diffusions which are Brownian motions. J. Theor. Probab. 10 (1997) 733-736.
    • (1997) J. Theor. Probab. , vol.10 , pp. 733-736
    • Benjamini, I.1    Lee, S.2
  • 3
    • 0000289676 scopus 로고
    • Minimal excessive measures and functions
    • E.B. Dynkin: Minimal excessive measures and functions. Trans. Amer. Math. Soc. 258 (1980) 217-244.
    • (1980) Trans. Amer. Math. Soc. , vol.258 , pp. 217-244
    • Dynkin, E.B.1
  • 4
    • 0002247394 scopus 로고
    • Markovian bridges: Construction, Palm interpretation, and splicing
    • Birkhauser, Boston
    • Fitzsimmons, P.J., Pitman, J. and Yor, M.: Markovian bridges: construction, Palm interpretation, and splicing. In Seminar on Stochastic Processes, 1992, pp. 101-133. Birkhauser, Boston, 1993.
    • (1993) Seminar on Stochastic Processes, 1992 , pp. 101-133
    • Fitzsimmons, P.J.1    Pitman, J.2    Yor, M.3
  • 6
    • 0007433249 scopus 로고
    • Markov processes: Ray processes and right processes
    • Springer-Verlag, Berlin-New York
    • Getoor, R.K.: Markov processes: Ray processes and right processes. Lecture Notes in Math. 440. Springer-Verlag, Berlin-New York, 1975.
    • (1975) Lecture Notes in Math , vol.440
    • Getoor, R.K.1
  • 7
    • 0346034616 scopus 로고
    • Excursions of dual processes
    • Getoor, R.K. and Sharpe, M.J.: Excursions of dual processes. Adv. Math. 45 (1982) 259-309.
    • (1982) Adv. Math. , vol.45 , pp. 259-309
    • Getoor, R.K.1    Sharpe, M.J.2
  • 9
    • 84972514341 scopus 로고
    • Markov processes and Martin boundaries, I
    • Kunita, H. and Watanabe, T.: Markov processes and Martin boundaries, I. Illinois J. Math. 9 (1965) 485-526.
    • (1965) Illinois J. Math. , vol.9 , pp. 485-526
    • Kunita, H.1    Watanabe, T.2
  • 10
    • 0002556787 scopus 로고
    • Absolute continuity of Markov processes
    • Lecture Notes in Math. 511, Springer, Berlin
    • Kunita, H.: Absolute continuity of Markov processes. In Séminaire de Probabilités X. pp. 44-77. Lecture Notes in Math. 511, Springer, Berlin, 1976.
    • (1976) Séminaire De Probabilités X , pp. 44-77
    • Kunita, H.1
  • 12
    • 3042707659 scopus 로고
    • Natural densities of Markov transition probabilities
    • R. Wittmann: Natural densities of Markov transition probabilities. Prob. Theor. Rel. Fields 73 (1986) 1-10.
    • (1986) Prob. Theor. Rel. Fields , vol.73 , pp. 1-10
    • Wittmann, R.1
  • 13
    • 0141547645 scopus 로고
    • A formula for densities of transition functions
    • Lecture Notes in Math. 1321, Springer, Berlin
    • J.-A. Yan: A formula for densities of transition functions. In Seminaire de Probabilités XXII, pp. 92-100. Lecture Notes in Math. 1321, Springer, Berlin, 1988.
    • (1988) Seminaire De Probabilités XXII , pp. 92-100
    • Yan, J.-A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.