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.
Citation
Bernard Maisonneuve. "Exit Systems." Ann. Probab. 3 (3) 399 - 411, June, 1975. https://doi.org/10.1214/aop/1176996348
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