Publication | Open Access
Exit Systems
101
Citations
0
References
1975
Year
EngineeringNatural SciencesStochastic ProcessesMarkov ProcessesStochastic CalculusMarkov KernelStrong Markov ProcessExit SystemProbability TheoryLevy ProcessStochastic PhenomenonLast Exit Decompositions
We associate with a strong Markov process $(X_t)$ and a Borel set $B$ an "exit system." This system provides the structure of the excursions from $B$ of the process $(X_t)$ and gives a new approach to the recent results of Getoor and Sharpe on last exit decompositions and last exit distributions.