A discontinuous time change for natural additive functionals which preserves duality (Q1065464)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A discontinuous time change for natural additive functionals which preserves duality |
scientific article; zbMATH DE number 3923809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discontinuous time change for natural additive functionals which preserves duality |
scientific article; zbMATH DE number 3923809 |
Statements
A discontinuous time change for natural additive functionals which preserves duality (English)
0 references
1986
0 references
In this paper, a modification of \textit{G. Weidenfeld}'s time changing procedure for discontinuous additive functionals of a Markov process [Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 123-146 (1980; Zbl 0431.60077)] is proposed. The new time change preserves duality when the time changing functional is natural. The new duality measure is expressed in terms of the Revuz measure of the time changing functional.
0 references
additive functionals of a Markov process
0 references
time change
0 references
duality
0 references
Revuz measure of the time changing functional
0 references
0.8641526
0 references
0.8409277
0 references
