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On entrance—exit distributions of Markov processes

Published online by Cambridge University Press:  14 July 2016

Cristina Gzyl
Universidad Central de Venezuela
Henryk Gzyl
Universidad Central de Venezuela


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.

Research Papers
Copyright © Applied Probability Trust 1978 

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