- Volume 6, Number 1 (2000), 63-72.
Some measure-valued Markov processes attached to occupation times of Brownian motion
We study the positive random measure , where denotes the family of local times of the one-dimensional Brownian motion B. We prove that the measure-valued process is a Markov process. We give two examples of functions for which the process is a Markov process.
Bernoulli, Volume 6, Number 1 (2000), 63-72.
First available in Project Euclid: 22 April 2004
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Donati-Martin, Catherine; Yor, Marc. Some measure-valued Markov processes attached to occupation times of Brownian motion. Bernoulli 6 (2000), no. 1, 63--72. https://projecteuclid.org/euclid.bj/1082665380