VII: 15, 146-154, LNM 321 (1973)
MEYER, Paul-André
Chirurgie sur un processus de Markov, d'après Knight et Pittenger (
Markov processes)
This paper presents a remarkable result of Knight and Pittenger, according to which excising from the sample path of a Markov process all the excursions from a given set $A$ which meet another set $B$ preserves the Markov property
Comment: The original paper appeared in
Zeit. für W-theorie, 23, 1972
Keywords: Transformations of Markov processes,
ExcursionsNature: Exposition
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XXIV: 30, 448-452, LNM 1426 (1990)
ÉMERY, Michel;
LÉANDRE, Rémi
Sur une formule de Bismut (
Markov processes,
Stochastic differential geometry)
This note explains why, in Bismut's work on the index theorem, the reference measure is not the Riemannian measure $r$ on the manifold, but $p_1(x,x) r(dx)$, where $p_t(x,y)$ is the density (with respect to $r$!) of the Brownian semi-group
Keywords: Brownian bridge,
Brownian motion in a manifold,
Transformations of Markov processesNature: Exposition,
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