Descomposición de procesos de incrementos independientes en casi intervalos
We introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total v...
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| Language: | Spanish |
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Universidad de Costa Rica
2009-02-01
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| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
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doaj-f4b86d30165e4e1dad7c38373596b0682020-11-25T01:04:27ZspaUniversidad de Costa RicaRevista de Matemática: Teoría y Aplicaciones2215-33732009-02-015216317510.15517/rmta.v5i2.162147Descomposición de procesos de incrementos independientes en casi intervalosJaime Lobo Segura0Universidad de Costa Rica, Escuela de MatemáticaWe introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total variation of continuous-time processes. Keywords: independent increment processes in quasi-intervals; associated counting processes; fixed points; canonical aditive descomposition; L2- regulares martingales in quasi-intervals; regularity conditions of trajectories; total variation; nearby processes.https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
| collection |
DOAJ |
| language |
Spanish |
| format |
Article |
| sources |
DOAJ |
| author |
Jaime Lobo Segura |
| spellingShingle |
Jaime Lobo Segura Descomposición de procesos de incrementos independientes en casi intervalos Revista de Matemática: Teoría y Aplicaciones |
| author_facet |
Jaime Lobo Segura |
| author_sort |
Jaime Lobo Segura |
| title |
Descomposición de procesos de incrementos independientes en casi intervalos |
| title_short |
Descomposición de procesos de incrementos independientes en casi intervalos |
| title_full |
Descomposición de procesos de incrementos independientes en casi intervalos |
| title_fullStr |
Descomposición de procesos de incrementos independientes en casi intervalos |
| title_full_unstemmed |
Descomposición de procesos de incrementos independientes en casi intervalos |
| title_sort |
descomposición de procesos de incrementos independientes en casi intervalos |
| publisher |
Universidad de Costa Rica |
| series |
Revista de Matemática: Teoría y Aplicaciones |
| issn |
2215-3373 |
| publishDate |
2009-02-01 |
| description |
We introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total variation of continuous-time processes.
Keywords: independent increment processes in quasi-intervals; associated counting processes; fixed points; canonical aditive descomposition; L2- regulares martingales in quasi-intervals; regularity conditions of trajectories; total variation; nearby processes. |
| url |
https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
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AT jaimelobosegura descomposiciondeprocesosdeincrementosindependientesencasiintervalos |
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