EXCURSION THEORY FOR ROTATION INVARIANT MARKOV-PROCESSES
成果类型：
Article
署名作者：
VUOLLEAPIALA, J
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01195226
发表日期：
1992
页码：
153-158
关键词：
摘要：
Let (X(t), P(x)) be a rotation invariant (RI) strong Markov process on R(d)\{0} having a skew product representation [\X(t)\, theta(At)], where (theta(t)) is a time homogeneous, RI strong Markov process on S(d-1), \X(t)\ and theta(t) are independent under P(x) and A(t) is a continuous additive functional of \X(t)\. We characterize the rotation invariant extensions of (X(t), P(x)) to R(d). Two examples are given: the diffusion case, where especially the Walsh's Brownian motion (Brownian hedgehog) is considered, and the case where (X(t), P(x)) is self-similar.
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