We study the precise relationship between the subordinate killed and killed subordinate processes in the case of an underlying Hunt process, and show that, under minimal conditions, the former is a subprocess of the latter obtained by killing at a terminal time. Moreover, we also show that the killed subordinate process can be obtained by resurrecting the subordinate killed one at most countably many times.
- Markov process
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty