Title of article :
Mean occupation times of continuous one-dimensional Markov processes
Author/Authors :
Zirbel، نويسنده , , Craig L.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
18
From page :
161
To page :
178
Abstract :
We give a general method for finding the long-time asymptotic growth rate of mean occupation times of one-dimensional continuous strong Markov processes. The method uses a well-known decomposition of the resolvent, previous work of Kasahara (1975), and some new comparison results. Particular attention is paid to occupation times measured according to a function which is supported on the whole range of the process. We give an extended example concerning isotropic Brownian flows. A companion paper gives several other examples.
Keywords :
Occupation times , Markov processes , Kreinיs correspondence
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576108
Link To Document :
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