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Self‐Intersections of Markov Processes
Author(s) -
Shieh NarnRueih
Publication year - 1990
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/22.6.602
Subject(s) - mathematics , homogeneous , markov process , markov chain , path (computing) , markov kernel , markov model , markov renewal process , statistical physics , variable order markov model , combinatorics , statistics , computer science , physics , programming language
We describe explicit conditions on the transition density functions of a time‐homogeneous continuous. Markov process so that almost every path has multiple points. The application to two‐ and three‐dimensional diffusions is exhibited.