Skip to main content
SpringerLink
Log in
Book cover

Séminaire de Probabilités XXIX pp 260–265Cite as

A counterexample for the Markov property of local time for diffusions on graphs

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • [A] Atkinson, B. (1983). “On Dynkin’s Markov property of random fields associated with symmetric processes” Stoch. Proc. Appl. 15, 193–201.

    Article  MATH  Google Scholar 

  • [D] Dynkin, E.B. (1984). “Local times and quantum fields”. Sem. on Stoch. Proc., 1983, Birkhauser, 69–84.

    Google Scholar 

  • [E] Eisenbaum, N. (1994). “Dynkin’s isomorphism theorem and the Ray-Knight theorems”. Probability Theory and Related Fields 99, No. 2, 321–335.

    Article  MathSciNet  MATH  Google Scholar 

  • [EK] Eisenbaum, N. and Kaspi, H. (1993). “A necessary and sufficient condition for the Markov property of the local time process”. Ann. of Probab. 21, No. 3, 1591–1598.

    Article  MathSciNet  MATH  Google Scholar 

  • [K] Knight, F.B. (1963). “Random walks and a sojourn density process of Brownian motion”. Trans. Amer. Math. Soc. 109, 56–86.

    Article  MathSciNet  MATH  Google Scholar 

  • [L] Leuridan, C. “Problèmes liés aux temps locaux du mouvement Brownien: Estimation de norme Hp, théorèmes de Ray-Knight sur le tore, point le plus visité”. Thèse de doctorat de mathématiques de l’Université Joseph Fourier.

    Google Scholar 

  • [R] Ray, D.B. (1963). “Sojourn time of a diffusion process”. Ill. J. Maths. 7, 615–630.

    MATH  Google Scholar 

  • [S] Sheppard, P. (1985). “On the Ray-Knight property of local times”, J. London Math. Soc. 31, 377–384.

    Article  MathSciNet  MATH  Google Scholar 

  • [W] Walsh, J.B. (1978). “Excursions and local time”. Temps Locaux, Asterisque 52–53, 159–192.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Laboratoire de Probabilités, Universite Pierre et Marie Curie, Tour 56, 4 Place Jussieu, 75252, Paris, Cedex 05, France

    Nathalie Eisenbaum

  2. Faculty of Industrial Engineering and Management, Technion-Israel Institute of Technology, 32000, Haifa, Israel

    Haya Kaspi

Authors
  1. Nathalie Eisenbaum
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Haya Kaspi
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Michel Emery Paul André Meyer Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1995 Springer-Verlag

About this paper

Cite this paper

Eisenbaum, N., Kaspi, H. (1995). A counterexample for the Markov property of local time for diffusions on graphs. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094218

Download citation

  • DOI: https://doi.org/10.1007/BFb0094218

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation