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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2005-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS.2005.2031 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!