Lévy systems of Markov additive processes
✍ Scribed by Erhan Çinlar
- Publisher
- Springer
- Year
- 1975
- Tongue
- English
- Weight
- 566 KB
- Volume
- 31
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
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
These are processes A whose conditional laws, given some driving process X, are those of a process with independent increments. The treatment is limited to such increasing processes A, without assumptions on the law of X. Considering the time T of crossing some fixed threshold value by A, we derive