Titlebook: Seminar on Stochastic Processes, 1986; E. Çinlar,K. L. Chung,J. Glover Book 1987 Birkhäuser Boston 1987 Markov process.hitting time.stocha

Encoding

,Green’s Function for a Ball,Let B = B(a,r) be the open ball with center a and radius r in R., d ≥ 3; ∂B its boundary sphere. For x ≠ a, its inversion with respect to B is defined to be..

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Glaci冰

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Subordinators Regenerated,Subordinators are much older objects than regenerative sets, as defined by Hoffmann — Jorgensen [3], and it is natural to try to deduce the structure of the second from the structure of the first. This was done in [5] through the . of a local time for a perfect regenerative set.

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Some Remarks on Capacities,In the paper “Capacity theory without duality” [6] a purely probabilistic notion of capacity relative to a general right process and an excessive measure was introduced by means of the corresponding stationary process.

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Axillary

On the Identification of Markov Processes by the Distribution of Hitting Times,on of Markov processes up to a time change. To state Glover’s theorem let X = (X.,P.) and Y = (Y.,Q.) be right Markov processes on a common state space (E,.). Let Δ ε E be a cemetery point used to render the resolvents of X and Y Markovian. Recall that Δ is a trap for X and for Y; the . of X (resp.

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