Pietro Rigo, Hermann Thorisson, “Transfer theorems and right-continuous processes”, Theory Stoch. Process., 2016, Volume 21(37), Issue 2,Pages <nobr>91

Transfer theorems and right-continuous processes

Pietro Rigo^a, Hermann Thorisson^b

^a Dipartimento di Matematica ``F. Casorati'', Universitá di Pavia, via Ferrata 1, 27100 Pavia, Italy
^b Science Institute, University of Iceland, Dunhaga 3, 107 Reykjavik, Iceland

Abstract: A counterexample to a transfer result in [5] (Theorem 2.4, Chap. 4) is given. A new result, which provides a reasonable substitute for the disproved one, is proved as well. This result yields, in particular, a transfer theorem for processes whose paths are right-continuous but not necessarily cadlag.

Keywords: Coupling, perfect probability measure, regular conditional distribution, transfer theorem.

MSC: 60A05, 60A10, 60F99, 60G07, 60G17

Language: English