Abstract
Let \(X_t\) be a standard Markov process with the state space S. The time interval \([0, \infty )\) is denoted by T. Let a be a fixed state and \(\sigma _a\) the hitting time for a.
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Blumenthal, R., Getoor, R.: Markov Processes and Potential Theory. Academic Press, New York (1968)
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Itô, K. (2015). Application to Markov Processes. In: Poisson Point Processes and Their Application to Markov Processes. SpringerBriefs in Probability and Mathematical Statistics. Springer, Singapore. https://doi.org/10.1007/978-981-10-0272-4_2
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DOI: https://doi.org/10.1007/978-981-10-0272-4_2
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