Reciprocal classes of Markov processes : an approach with duality formulae
In this work we are concerned with the characterization of certain classes of stochastic processes via duality formulae. First, we introduce a new formulation of a characterization of processes with independent increments, which is based on an integration by parts formula satisfied by infinitely div...
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| Format: | Others |
| Language: | English |
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Universität Potsdam
2012
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| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63018 http://opus.kobv.de/ubp/volltexte/2012/6301/ |