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Continuation of semicontinuous processes with independent increments
Authors:I. B. Kirichinskaya
Affiliation:(1) Institute of Mathematics, Academy of Sciences of the Ukraine, Kiev
Abstract:
We consider a process Xt1 with independent increments without positive jumps in the state space (–infin; +infin) VarXt1=+infin. For a stopped process in the space E0 we construct its continuation in E0 U {0}.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 9, pp. 1269–1272, September, 1991.
Keywords:
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