Discontinuous Time Changes and Duality for Markov Processes
dual time changes (i.e., based on dual additive functionals) preserve duality,
the new duality measure of the time changed processes is constructed from the Revuz measure of the time changing additive functionals.
KeywordsTime Change Additive Functional Weak Duality Strong Markov Property Strong Markov Process
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- 6.J. B. Mitro. A discontinuous time change for natural additive functionals which preserves duality. To appear.Google Scholar