×

On the relationship between subordinate killed and killed subordinate processes. (English) Zbl 1187.60057

Summary: 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.

MSC:

60J25 Continuous-time Markov processes on general state spaces
60G51 Processes with independent increments; Lévy processes
PDF BibTeX XML Cite
Full Text: DOI EuDML EMIS