On the relationship between subordinate killed and killed subordinate processes

Renming Song, Zoran Vondraček

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)325-336
Number of pages12
JournalElectronic Communications in Probability
Volume13
DOIs
StatePublished - Jan 1 2008

Keywords

  • Killing
  • Markov process
  • Resurrection
  • Subordination

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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