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Mean occupation times of continuous one-dimensional Markov processes

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  • Zirbel, Craig L.

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.

Suggested Citation

  • Zirbel, Craig L., 1997. "Mean occupation times of continuous one-dimensional Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 69(2), pages 161-178, September.
    • Handle: RePEc:eee:spapps:v:69:y:1997:i:2:p:161-178
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    References listed on IDEAS

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    1. Zirbel, Craig L., 1997. "Translation and dispersion of mass by isotropic Brownian flows," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 1-29, October.
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    Cited by:

    1. Zirbel, Craig L., 1997. "Translation and dispersion of mass by isotropic Brownian flows," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 1-29, October.
    2. Moloche, Guillermo, 2001. "Local Nonparametric Estimation of Scalar Diffusions," MPRA Paper 46154, University Library of Munich, Germany.

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