60 citations · 60 across the 2 of their papers we have counts for
3 papers
math.PR2006
Time change approach to generalized excursion measures, and its application to limit theorems
P. J. Fitzsimmons, K. Yano
It is proved that generalized excursion measures can be constructed via time change of Ito's Brownian excursion measure. A tightness-like condition on strings is introduced to prov…
math.PR2004★ 60 cited
Absolute continuity of symmetric Markov processes
Z. -Q. Chen, P. J. Fitzsimmons, M. Takeda +2
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.…
math.PR1998
Markov Processes with Identical Bridges
P. J. Fitzsimmons
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference mea…