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 (–; +) VarXt1=+. 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: | |
本文献已被 SpringerLink 等数据库收录! |
|