Random time changes for processes with random birth and death (Q1106557): Difference between revisions
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Latest revision as of 21:18, 19 March 2024
scientific article
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English | Random time changes for processes with random birth and death |
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Random time changes for processes with random birth and death (English)
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1988
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A random time-change for a stationary Markov process with random birth and death times is studied. A diffusive homogeneous random measure B is used to construct the time change clock preserving the Markovian and stationarity properties. Properties of the characteristic measure \(\nu_ B\) of B related to the time-changed semigroup are investigated. The simplest case, when \(B(dt)=g(Y_ t)dt\) with g strictly positive, is discussed in detail and applications to the entrance boundary and capacity theory are sketched.
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random time-change
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random birth and death times
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stationarity properties
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