Abstract

We use a result on integration by parts for stochastic integrals together with a technique developed by Getoor in [6], to express entrance—exit distributions for a standard processX, and a set Φ which is the support of a continuous additive functionalC, in terms of the infinitesimal generators of semigroups associated with the time-changed process (Xτt), where (τt) is the right-continuous inverse ofC.

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