Additive functionals and excursions of Kuznetsov processes
Let B be a continuous additive functional for a standard process (Xt)t∈ℝ+ and let (Yt)t∈ℝ be a stationary Kuznetsov process with the same semigroup of transition. In this paper, we give the excursion laws of (Xt)t∈ℝ+ conditioned on the strict past and future without duality hypothesis. We study excu...
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| Format: | Article |
| Language: | English |
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Wiley
2005-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS.2005.2031 |
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| author | Hacène Boutabia |
| author_facet | Hacène Boutabia |
| author_sort | Hacène Boutabia |
| collection | DOAJ |
| description | Let B be a continuous additive functional for a standard process (Xt)t∈ℝ+ and let (Yt)t∈ℝ be a stationary Kuznetsov process with the same
semigroup of transition. In this paper, we give the excursion laws of (Xt)t∈ℝ+ conditioned on the strict past and future without duality hypothesis. We study excursions of a general regenerative system and of a regenerative system consisting of the closure of the set of times the regular points of B are visited. In both cases, those conditioned excursion laws depend only on two points Xg− and Xd, where ]g,d[ is an excursion interval of the regenerative set M. We use the (FDt)-predictable exit system to bring together the isolated points of M and its perfect part and replace the classical optional exit system. This has been a subject in literature before (e.g., Kaspi (1988)) under the classical duality hypothesis. We define an “additive functional” for (Yt)t∈ℝ with B, we generalize the laws cited before to (Yt)t∈ℝ, and we express laws of pairs of excursions. |
| format | Article |
| id | doaj-art-2124d1d559aa414aa7101e5aa82b904f |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2005-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-2124d1d559aa414aa7101e5aa82b904f2025-08-20T03:54:47ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252005-01-012005132031204010.1155/IJMMS.2005.2031Additive functionals and excursions of Kuznetsov processesHacène Boutabia0Département de Mathématiques, Faculté des Sciences, Université Badji Mokhtar, BP 12, Annaba 23000, AlgeriaLet B be a continuous additive functional for a standard process (Xt)t∈ℝ+ and let (Yt)t∈ℝ be a stationary Kuznetsov process with the same semigroup of transition. In this paper, we give the excursion laws of (Xt)t∈ℝ+ conditioned on the strict past and future without duality hypothesis. We study excursions of a general regenerative system and of a regenerative system consisting of the closure of the set of times the regular points of B are visited. In both cases, those conditioned excursion laws depend only on two points Xg− and Xd, where ]g,d[ is an excursion interval of the regenerative set M. We use the (FDt)-predictable exit system to bring together the isolated points of M and its perfect part and replace the classical optional exit system. This has been a subject in literature before (e.g., Kaspi (1988)) under the classical duality hypothesis. We define an “additive functional” for (Yt)t∈ℝ with B, we generalize the laws cited before to (Yt)t∈ℝ, and we express laws of pairs of excursions.http://dx.doi.org/10.1155/IJMMS.2005.2031 |
| spellingShingle | Hacène Boutabia Additive functionals and excursions of Kuznetsov processes International Journal of Mathematics and Mathematical Sciences |
| title | Additive functionals and excursions of Kuznetsov processes |
| title_full | Additive functionals and excursions of Kuznetsov processes |
| title_fullStr | Additive functionals and excursions of Kuznetsov processes |
| title_full_unstemmed | Additive functionals and excursions of Kuznetsov processes |
| title_short | Additive functionals and excursions of Kuznetsov processes |
| title_sort | additive functionals and excursions of kuznetsov processes |
| url | http://dx.doi.org/10.1155/IJMMS.2005.2031 |
| work_keys_str_mv | AT haceneboutabia additivefunctionalsandexcursionsofkuznetsovprocesses |