The Annals of Probability

Exit Systems

Bernard Maisonneuve

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Abstract

We associate with a strong Markov process $(X_t)$ and a Borel set $B$ an "exit system." This system provides the structure of the excursions from $B$ of the process $(X_t)$ and gives a new approach to the recent results of Getoor and Sharpe on last exit decompositions and last exit distributions.

Article information

Source
Ann. Probab., Volume 3, Number 3 (1975), 399-411.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996348

Digital Object Identifier
doi:10.1214/aop/1176996348

Mathematical Reviews number (MathSciNet)
MR400417

Zentralblatt MATH identifier
0311.60047

JSTOR
links.jstor.org

Subjects
Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60J50: Boundary theory 60G17: Sample path properties 60J55: Local time and additive functionals 60J45: Probabilistic potential theory [See also 31Cxx, 31D05]

Keywords
Markov processes additive functionals exit systems excursions last exit distributions homogeneous random sets

Citation

Maisonneuve, Bernard. Exit Systems. Ann. Probab. 3 (1975), no. 3, 399--411. doi:10.1214/aop/1176996348. https://projecteuclid.org/euclid.aop/1176996348


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