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2008 On the relationship between subordinate killed and killed subordinate processes
Renming Song, Zoran Vondracek
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Electron. Commun. Probab. 13: 325-336 (2008). DOI: 10.1214/ECP.v13-1388

Abstract

We study the precise relationship between the subordinate killed and killed subordinate processes in the case of an underlying Hunt process, and show that, under minimal conditions, the former is a subprocess of the latter obtained by killing at a terminal time. Moreover, we also show that the killed subordinate process can be obtained by resurrecting the subordinate killed one at most countably many times.

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Renming Song. Zoran Vondracek. "On the relationship between subordinate killed and killed subordinate processes." Electron. Commun. Probab. 13 325 - 336, 2008. https://doi.org/10.1214/ECP.v13-1388

Information

Accepted: 19 June 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1187.60057
MathSciNet: MR2415141
Digital Object Identifier: 10.1214/ECP.v13-1388

Subjects:
Primary: 60J25
Secondary: 60J45, 60J75

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