Excursions Away from a Regular Point for One-Dimensional Symmetric Lévy Processes without Gaussian Part

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Diffusion Processes, Stochastic Processes +10

LÉVY PROCESSES (Cambridge Tracts in Mathematics 121)

Samuel J. Taylor · Bulletin of the London Mathematical Society · 1998 · 355 citations

Spectral Theory, Theoretical Mathematics, Literary Theory +13

Hitting probabilities of single points for processes with stationary independent increments

Harry Kesten · Memoirs of the American Mathematical Society · 1969 · 151 citations

Engineering, Stationary Independent Increments, Stochastic Processes +8

A Ray-Knight theorem for symmetric Markov processes

Nathalie Eisenbaum, Haya Kaspi, Michael B. Marcus et al. · The Annals of Probability · 2000 · 110 citations · Full text

Symmetric Markov Processes, Engineering, Local Time +9

An extended Markov property

Robert Blumenthal · Transactions of the American Mathematical Society · 1957 · 62 citations · Full text

Engineering, Time Homogeneous Processes, Entropy +13