• 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