Revuz measures under time change (Q931535)
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scientific article; zbMATH DE number 5292935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revuz measures under time change |
scientific article; zbMATH DE number 5292935 |
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Revuz measures under time change (English)
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25 June 2008
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Starting with a right Markov process \(X\) and a raw additive functional \(A\), the authors consider the time change right Markov process of the initial process \(X\) by \(A\). They prove that the energy functionals and Revuz measures are invariant under time change. They also compute the Levy system and jumping measure of the time changed process.
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time change
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continuous additive functional
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jumping measure
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Feller measure
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