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A stochastic ansatz and its relationship with the dichotomic Markov process

โœ Scribed by M.M.R. Williams


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
246 KB
Volume
387
Category
Article
ISSN
0378-4371

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The trace of a one-dimensional Markov pr
โœ Heidrun Seidel ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 565 KB

The trace of a one-dimensional MARHOV process with LBVY measure By HEIDRUN SEIDEL of Dresden (Eingegangen am 10. 10. 1979) Q 1. Introduction Let X = ( X t , X t , P,) be a right-continuous FELLER process on the interval [O, I] with infinitesimal generator $ of the form (1.1) gm:, = D,DJ(x) + b ( 4 f