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Ukrainian Mathematical Journal

, Volume 45, Issue 4, pp 520–525 | Cite as

Pasting of two processes with independent increments

  • I. B. Kirichinskaya
Article
  • 24 Downloads

Abstract

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.

Keywords

Markov Process Independent Increment Pasting Process Feller Process Continuous Markov Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    I. B. Kirichinskaya, “Pasting of two continuous processes with independent increments,”Ukr. Mat. Zh.,43, No. 5, 596–600 (1991).Google Scholar
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Copyright information

© Plenum Publishing Corporation 1993

Authors and Affiliations

  • I. B. Kirichinskaya
    • 1
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKiev

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