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 Electronic Communications in Probability > Vol. 13 (2008) > Paper 33 open journal systems 


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.


Full text: PDF

Pages: 325-336

Published on: June 19, 2008
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Electronic Communications in Probability. ISSN: 1083-589X