Reciprocal class of jump processes
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of pro...
| Main Authors: | , , |
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| Format: | Others |
| Language: | English |
| Published: |
Universität Potsdam
2014
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| Subjects: | |
| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70776 http://opus.kobv.de/ubp/volltexte/2014/7077/ |