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1 results

  • On entrance—exit distributions of Markov processes

  • Cristina Gzyl, Henryk Gzyl
  • Journal:
    Journal of Applied Probability / Volume 15 / Issue 1 / March 1978
    Published online by Cambridge University Press:
    14 July 2016, pp. 78-86
    Print publication:
    March 1978

  • We use a result on integration by parts for stochastic integrals together with a technique developed by Getoor in [6], to express entrance—exit distributions for a standard process X, and a set Φ which is the support of a continuous additive functional C, in terms of the infinitesimal generators of semigroups associated with the time-changed process (Xτt), where (τt) is the right-continuous inverse of C.