Stationary excursions
Séminaire de probabilités de Strasbourg, Volume 21  (1987), p. 289-302
@article{SPS_1987__21__289_0,
     author = {Pitman, Jim},
     title = {Stationary excursions},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {21},
     year = {1987},
     pages = {289-302},
     zbl = {0619.60040},
     mrnumber = {941992},
     language = {fr},
     url = {http://www.numdam.org/item/SPS_1987__21__289_0}
}
Pitman, Jim. Stationary excursions. Séminaire de probabilités de Strasbourg, Volume 21 (1987) , pp. 289-302. http://www.numdam.org/item/SPS_1987__21__289_0/

Atkinson, B.W. and Mitro, J.B. (1983). Applications of Revuz and Palm type measures for additive functionals in weak duality. Seminar on stochastic processes 1982. Birkhäuser, Boston. | MR 733664 | Zbl 0528.60074

Azema, J., Duflo, M. and Revuz, D. (1967). Mesure invariante sur les classes récurrentes des processus de Markov. Z. Wahrscheinlichkeitstheorie 8, 157-181. | MR 222955 | Zbl 0178.20302

Azema, J., Duflo, M. and Revuz, D. (1969). Propriétés relatives des processus de Markov récurrents. Z. Wahrscheinlichkeitstheorie 13, 286-314. | MR 260015 | Zbl 0181.21002

Biane, P. (1986). Relations entre pont et excursion du mouvement brownien réel. Ann. Inst. Henri. Poincaré, Prob. et Stat, 22, 1-7. | Numdam | MR 838369 | Zbl 0596.60079

Bismut, J.M. (1985). Last exit decomposition and regularity at the boundary of transition probabilities. Z. Wahrscheinlichkeitstheorie 69, 65-98. | MR 775853 | Zbl 0551.60077

Blumenthal, R.M. and Getoor, R.K. (1968). Markov processes and potential theory. Academic Press. | MR 264757 | Zbl 0169.49204

Burdzy, K. (1986). Brownian excursions from hyperplanes and smooth surfaces. T.A.M.S. 295, 35-57. | MR 831187 | Zbl 0601.60080

Burdzy, K., Pitman, J.W. and Yor M., Asymptotic laws for crossings and excursions. Paper in preparation.

De Sam Lazaro, J. and Meyer, P.A. (1975). Hélices croissantes et mesures de Palm. Séminaire de Prob. IX pp. 38-51. Lecture Notes in Math. 465. | Numdam

Dynkin, E.B. (1985). An application of flows to time shift and time reversal in stochastic processes. T.A.M.S. 287, 613-619. | MR 768728 | Zbl 0562.60076

Fitzsimmons, P.J. &Maisonneuve, B. (1986). Excessive measures and Markov processes with random birth and death. Probability Theory and Related Fields 72, 319-336. | Zbl 0584.60085

Franken, P., Konig, D., Arndt, V., Schmidt, V. (1981). Queues and point processes. Wiley and sons, New York. | Zbl 0505.60058

Geman, D. & Horowitz, J.. (1973). Remarks on Palm measures. Ann. Inst. Henri Poincaré Sec B, IX 213-232. | Numdam | Zbl 0283.60056

Getoor, R.K. (1979). Excursions of a Markov process. Ann. Probab. 7, 244-266. | MR 525052 | Zbl 0399.60069

Getoor, R.K. (1985). Some remarks on measures associated with homogeneous random measures. To appear. Sem. Stoch. Proc. 1985. Birkhäuser, Boston. | MR 896738 | Zbl 0604.60070

Getoor, R.K. (1985). Measures that are translation invariant in one coordinate. Preprint. | MR 902425

Getoor, R.K. & Sharpe, M.J. (1981). Two results on dual excursions. Seminar on stochastic processes 1981. Boston. p. 31-52. Birkhäuser. | Zbl 0531.60069

Getoor, R.K. & Sharpe, M.J. (1982). Excursions of Dual processes. Adv. in Math. 45, 259-309 | Zbl 0497.60067

Getoor, R.K. & Sharpe, M.J. (1984). Naturality, standardness, and weak duality for Markov processes. Z. Wahrscheinlichkeitstheorie, 67, 1-62. | Zbl 0553.60070

Getoor, R.K. &Steffens, J. (1985). Capacity theory without duality. Preprint

Greenwood, P. and Pitman, J.W. (1980a). Construction of local time and Poisson point processes from nested arrays. J. London Math. Soc. (2) 22, 182-192. | MR 579823 | Zbl 0427.60048

Greenwood, P. and Pitman, J.W. (1980b). Fluctuation identities for Lévy processes and splitting at the maximum. Adv. Appl. Prob. 12, 893-902. | MR 588409 | Zbl 0443.60037

Hsu, P. (1986). On excursions of reflecting Brownian motion. To appear in T.A.M.S. | MR 837810 | Zbl 0602.60070

Itô, K. (1970). Poisson point processes attached to Markov processes. Proc. Sixth Berkeley Symp. Math. Statist. Prob. pp. 225-239. Univ. of California Press, Berkeley. | MR 402949 | Zbl 0284.60051

Jacod, J. (1979). Calcul Stochastique et Problèmes de Martingales. Lecture Notes in Math. 714, Springer-Verlag, Berlin. | MR 542115 | Zbl 0414.60053

Kaspi, H. (1983). Excursions of Markov processes: An approach via Markov additive processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete. 64, 251-268. | MR 714146 | Zbl 0514.60073

Kaspi, H. (1984). On invariant measures and dual excursions of Markov processes. Z. Wahrscheinlichkeitstheorie 66, 185-204. | MR 749221 | Zbl 0525.60076

Kerstan, J., Matthes, K. and Mecke, J. (1974). Infinitely divisible point processes. Wiley and sons. New York. | MR 517931

Kuznetsov, S.E. (1974). Construction of Markov processes with random times of birth and death. Th. Prob. Appl., 18, 571-574. | Zbl 0296.60049

Maisonneuve, B. (1971). Ensembles régénératifs, temps locaux et subordinateurs. Sém. de Prob. V. Lecture Notes in Math 191. | Numdam | MR 448586

Maisonneuve, B. (1975). Exit systems. Ann. Prob. 3, 399-411. | MR 400417 | Zbl 0311.60047

Maisonneuve, B. (1983). Ensembles régénératifs de la droite. Z. Wahrscheinlichkeitstheorie 63, 501-510. | MR 705620 | Zbl 0496.60033

Matthes, K. (1963/4). Stationäre zufällige Punktfolgen. Jahresbericht d. Deutsch. Math. Verein, 66, 66-79. | MR 160265 | Zbl 0178.52803

Mcfadden, J.A. (1962). On the lengths of intervals in a stationary point process J. Roy. Stat. Soc. Ser. B, 24, 364-382. | MR 153059 | Zbl 0201.50002

Mecke, J. (1967). Stationäre zufällige Masse auf lokal kompakten Abelschen Gruppen. Z. Wahrscheinlichkeitstheorie 9, 36-58. | MR 228027 | Zbl 0164.46601

Mitro, J.B. (1979). Dual Markov processes: Construction of a useful auxilliary process. Z. Wahrscheinlichkeitstheorie 47, 139-156. | MR 523166 | Zbl 0406.60067

Mitro, J.B. (1984). Exit systems for dual Markov processes. Z. Wahrscheinlichkeitstheorie 66, 259-267. | MR 749225 | Zbl 0525.60075

Neveu, J. (1968). Sur la structure des processes ponctuels stationaires. C. R. Acad. Sci, t 267, A p. 561. | MR 233415 | Zbl 0164.19102

Neveu, J. (1976). Sur les mesures de Palm de deux processus ponctuels stationnaires. Z. Wahrscheinlichkeitstheorie verw. Geb. 34, 199-203. | MR 397873 | Zbl 0309.60037

Neveu, J.. (1977). Ecole d'Eté de Probabilités de Saint-Flour VI-1976. 250-446. Lecture Notes in Math. 598. Springer. | MR 474493 | Zbl 0439.60044

Pitman, J.W. (1981). Lévy systems and path decompositions. Seminar on stochastic processes 1981. Birkhäuser, Boston. | MR 647782 | Zbl 0518.60077

Sharpe, M.J. (1972). Discontinuous additive functionals of dual Markov processes. Z. Wahrscheinlichkeitstheorie 21, 81-95. | MR 305491 | Zbl 0213.19404

Taksar, M.I. (1980). Regenerative sets on the real line. Seminaire de probabilités XIV, Springer Lecture notes in math. 784. | Numdam | MR 580147 | Zbl 0435.60014

Taksar, M.I. (1981). Subprocesses of a stationary Markov process. Z. Wahrscheinlichkeitstheorie 55, 275-299. | MR 608022 | Zbl 0447.60056

Taksar, M.I. (1983). Enhancing of semigroups. Z. Wahrscheinlichkeitstheorie 63, 445-462. | MR 705616 | Zbl 0545.60070

Taksar, M.I. (1986). Infinite excessive and invariant measures. Preprint. | MR 896746

Totoki, H. (1966). Time changes of flows. Mem. Fac. Sci. Kyushu Univ. Ser. A., t 20, p. 27-55. | MR 201606 | Zbl 0185.39103

Vervaat, W. (1979). A relation between Brownian bridge and Brownian excursion. Ann. Prob. 7, 143-149. | MR 515820 | Zbl 0392.60058