Abstract
The purpose of this paper is to continue work on discontinuous time changes of dual Markov processes begun in [6], where time changes based on discontinuous natural additive functionals were discussed. Both continuous and discontinuous natural time changes share the features
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(i)
dual time changes (i.e., based on dual additive functionals) preserve duality,
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(ii)
the new duality measure of the time changed processes is constructed from the Revuz measure of the time changing additive functionals.
In this paper, we consider the general case of time changes based on additive functionals which have a quasi-left-continuous purely discontinuous component, and present for them a time changing procedure which possesses features (i) and (ii) above.
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© 1986 Birkhäuser Boston, Inc.
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Mitro, J.B. (1986). Discontinuous Time Changes and Duality for Markov Processes. In: Çinlar, E., Chung, K.L., Getoor, R.K., Glover, J. (eds) Seminar on Stochastic Processes, 1985. Progress in Probability and Statistics, vol 12. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6748-2_11
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DOI: https://doi.org/10.1007/978-1-4684-6748-2_11
Publisher Name: Birkhäuser Boston
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