A discontinuous time change for natural additive functionals which preserves duality (Q1065464)
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English | A discontinuous time change for natural additive functionals which preserves duality |
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A discontinuous time change for natural additive functionals which preserves duality (English)
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1986
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In this paper, a modification of \textit{G. Weidenfeld}'s time changing procedure for discontinuous additive functionals of a Markov process [Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 123-146 (1980; Zbl 0431.60077)] is proposed. The new time change preserves duality when the time changing functional is natural. The new duality measure is expressed in terms of the Revuz measure of the time changing functional.
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additive functionals of a Markov process
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time change
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duality
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Revuz measure of the time changing functional
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