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August, 1973 Last Exit Times and Additive Functionals
R. K. Getoor, M. J. Sharpe
Ann. Probab. 1(4): 550-569 (August, 1973). DOI: 10.1214/aop/1176996885

Abstract

The various objects examined in this paper arise in the study of last exit times and balayage of additive functionals for standard Markov processes. The most important results concern the characterization of the Laplace transform of an entrance law, the relationship between the last exit distribution from a set and the capacity measure of the set, the characterization of projective sets and $d$-sets, and a last exit decomposition formula for finite sets $F$ which expresses the distribution of $X_t$ in terms of the last exit from $F$ prior to $t$.

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R. K. Getoor. M. J. Sharpe. "Last Exit Times and Additive Functionals." Ann. Probab. 1 (4) 550 - 569, August, 1973. https://doi.org/10.1214/aop/1176996885

Information

Published: August, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0324.60062
MathSciNet: MR353468
Digital Object Identifier: 10.1214/aop/1176996885

Subjects:
Primary: 60G40
Secondary: 60J45 , 60J55

Keywords: additive functional , balayage , entrance law , last exit time , Local time , projective set , Standard Markov process

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 4 • August, 1973
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