Pasting of two processes with independent increments
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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.
KeywordsMarkov Process Independent Increment Pasting Process Feller Process Continuous Markov Process
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