Pasting of two processes with independent increments
A terminating stochastically continuous strictly Markov process is obtained as a result of pasting two nonterminating homogeneous stochastically continuous Markov processes with independent increments, one of which is semicontinuous. It is shown that this process can be extended to a complete homoge...
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| Datum: | 1993 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
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Institute of Mathematics, NAS of Ukraine
1993
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5836 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512057429852160 |
|---|---|
| author | Kirichinskaya, I. B. Киричинская, И. Б. Киричинская, И. Б. |
| author_facet | Kirichinskaya, I. B. Киричинская, И. Б. Киричинская, И. Б. |
| author_sort | Kirichinskaya, I. B. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:18:55Z |
| description | A terminating stochastically continuous strictly Markov process is obtained as a result of pasting two nonterminating homogeneous stochastically continuous Markov processes with independent increments, one of which is semicontinuous. It is shown that this process can be extended to a complete homogeneous stochastically continuous strictly Markov Feller process. Previously, this problem has been solved by the author under stronger restrictions-both pasting processes were semicontinuous. |
| first_indexed | 2026-03-24T03:22:44Z |
| format | Article |
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| id | umjimathkievua-article-5836 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:22:44Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/e9/37c7dead518ccb45d65c004c60b33fe9.pdf |
| spelling | umjimathkievua-article-58362020-03-19T09:18:55Z Pasting of two processes with independent increments Склеивание двух процессов с независимыми приращениями Kirichinskaya, I. B. Киричинская, И. Б. Киричинская, И. Б. A terminating stochastically continuous strictly Markov process is obtained as a result of pasting two nonterminating homogeneous stochastically continuous Markov processes with independent increments, one of which is semicontinuous. It is shown that this process can be extended to a complete homogeneous stochastically continuous strictly Markov Feller process. Previously, this problem has been solved by the author under stronger restrictions-both pasting processes were semicontinuous. Получен обрывающийся стохастически непрерывный строго марковский процесс в результате склейки двух необрывающихся однородных стохастически непрерывных марковских процессов с независимыми приращениями, один из которых полунепрерывный. Показано, что существует продолжение до полного однородного стохастически непрерывного строго марковского феллеровского процесса. Раньше такая задача была решена автором при более жестком ограничении - оба склеиваемые процесса были полунепрерывными. Institute of Mathematics, NAS of Ukraine 1993-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5836 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 4 (1993); 487–491 Український математичний журнал; Том 45 № 4 (1993); 487–491 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5836/8355 https://umj.imath.kiev.ua/index.php/umj/article/view/5836/8356 Copyright (c) 1993 Kirichinskaya I. B. |
| spellingShingle | Kirichinskaya, I. B. Киричинская, И. Б. Киричинская, И. Б. Pasting of two processes with independent increments |
| title | Pasting of two processes with independent increments |
| title_alt | Склеивание двух процессов с независимыми приращениями |
| title_full | Pasting of two processes with independent increments |
| title_fullStr | Pasting of two processes with independent increments |
| title_full_unstemmed | Pasting of two processes with independent increments |
| title_short | Pasting of two processes with independent increments |
| title_sort | pasting of two processes with independent increments |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5836 |
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