Mean occupation times of continuous one-dimensional Markov processes

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• 作者：Zirbel ; Craig L.
• 关键词：Occupation times ; Markov processes ; Krein's correspondence ; 60J25 ; 60J35 ; 60J55
• 刊名：Stochastic Processes and their Applications
• 出版年：1997
• 出版时间：September 1, 1997
• 年：1997
• 卷：69
• 期：2
• 页码：161-178
• 全文大小：777 K

文摘

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.