It� excursion theory via resolvents

Author:

Rogers L. C. G.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference18 articles.

1. Feller, W.: Generalised second order differential operators and their lateral conditions. Illinois J. Math. 1, 459?504 (1957)

2. Fristedt, B.: Sample functions of stochastic processes with stationary independent increments. Advances in Probability 3. New York: Dekker 1974

3. Getoor, R.K.: Markov Processes: Ray Processes and Right Processes. Lecture Notes in Mathematics 440, Berlin, Heidelberg, New York: Springer 1975

4. Getoor, R.K., Sharpe, M.J.: Last exit times and additive functionals. Ann. Probab. 1, 550?569 (1973)

5. Ikeda, N., Watanabe, S.: Stochastic Differential Equations and Diffusion Processes. Amsterdam-Tokyo: North Holland-Kodansha 1981

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