On the relationship between subordinate killed and killed subordinate processes
Renming Song, University of Illinois at Urbana-Champaign
Zoran Vondracek, University of Zagreb
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.
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