Abstract
A universal method for the concatenation of a sequence of Markov right processes is established. It is then applied to the continued pasting of two Markov right processes, which can be used for pathwise constructions of locally defined processes like Brownian motions on compact intervals.
Acknowledgments
The main parts of this paper were developed during the author’s Ph.D. thesis [17] supervised by Prof. Jürgen Potthoff, whose constant support the author gratefully acknowledges.
Citation
Florian Werner. "Concatenation and pasting of right processes." Electron. J. Probab. 26 1 - 21, 2021. https://doi.org/10.1214/21-EJP611
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