Том 71
№ 11

All Issues

Pasting of two processes with independent increments

Kirichinskaya I. B.

Full text (.pdf)


A terminating stochastically continuous strictly Markov process is obtained as a result of pasting two nonterminating homogeneous stochastically continuous Markov processes with independent increments, one of which is semicontinuous. It is shown that this process can be extended to a complete homogeneous stochastically continuous strictly Markov Feller process. Previously, this problem has been solved by the author under stronger restrictions-both pasting processes were semicontinuous.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 4, pp 520-525.

Citation Example: Kirichinskaya I. B. Pasting of two processes with independent increments // Ukr. Mat. Zh. - 1993. - 45, № 4. - pp. 487–491.

Full text