RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2016, том 21(37), выпуск 2, страницы 91–95 (Mi thsp164)

Transfer theorems and right-continuous processes

Pietro Rigoa, Hermann Thorissonb

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

Аннотация: 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.

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

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

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024