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Some results about Markov processes on subsets of the state space
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- Journal:
- Advances in Applied Probability / Volume 8 / Issue 3 / September 1976
- Published online by Cambridge University Press:
- 01 July 2016, pp. 517-530
- Print publication:
- September 1976
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- Article
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Kingman [5] proved a formula that expresses the joint distribution of the processes
where b is a regular point in the state space of a Hunt process. We give an extension of this formula, as well as several interesting facts related to it, for the case when Φ is any finely perfect subset of the state space. We also establish some connections between this result and results on last-exit decompositions.
