Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548723 | Statistics & Probability Letters | 2018 | 8 Pages |
Abstract
Excessive measures play an important role in the study of Markov processes. However, there are few works about the existence of excessive measures. In this paper, we give a necessary and sufficient condition for a linear diffusion to possess a fully supported excessive measure.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yuncong Shen, Jiangang Ying,