Mean occupation times of continuous one-dimensional Markov processes

Craig L. Zirbel

Stochastic Processes and their Applications, 1997, vol. 69, issue 2, 161-178

Abstract: 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.

Keywords: Occupation; times; Markov; processes; Krein's; correspondence (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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