On increasing continuous processes

E. Çinlar

Stochastic Processes and their Applications, 1979, vol. 9, issue 2, 147-154

Abstract: It is shown that increasing continuous semimarkov processes are functional inverses of increasing processes with independent (non-stationary) increments. In particular, every increasing continuous strong Markov process has deterministic paths, up to random killing.

Keywords: Semimarkov; process; increasing; continuous; Markov; processes; processes; with; independent; increments (search for similar items in EconPapers)
Date: 1979
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