A note on discontinuous time changes of Markov processes (Q1084764)
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English | A note on discontinuous time changes of Markov processes |
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A note on discontinuous time changes of Markov processes (English)
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1986
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In this note the author proves that changing a strong Markov process with respect to a discontinuous, perfect, additive functional yields a right process. For that she proceeds step-wise on an enlarged state space. First she timechanges with respect to a strictly increasing additive functional obtaining again a strong Markov process and the second step consists on time changing this intermediate process with respect to an appropriate continuous additive functional of the intermediate process, and then she shows that the combined procedure yields the desired object and has the ''right'' properties.
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additive functional
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right process
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