On the relationship between subordinate killed and killed subordinate processes

By Renming Song, Zoran Vondraček. 2008

51 citations recorded by the source corpus.

We study the precise relationship between the subordinate killed and killed subordinate processes in the case of an underlying Hunt process, and show that, under minimal conditions, the former is a subprocess of the latter obtained by killing at a terminal time. Moreover, we also show that the killed subordinate process can be obtained by resurrecting the subordinate killed one at most countably many times.

Subfields: Management Information Systems, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/6963a3b7e8ed4de28c88f277541bdb45dec704dd

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In Management Information Systems

In Management Science and Operations Research

In Mathematical Physics

Citations in the corpus

Dirichlet heat kernel estimates for Δα/2 + Δβ/2 (2010, methodology): “It follows from [29] that the Green function GU of X a,U and the Green function R U of Z a,U satisfy the following relation: (3.”
On Neumann Type Problems for nonlocal Equations set in a half Space (2011, background): “These two approaches are well understood for Dirichlet type of problems involving subordinated killed and killed subordinated process; cf. e.g. [27].”
Boundary Harnack principle for Δ+Δ^{/2} (2012, background): “Let Dx := D\B(x;2‰Q(x)) and WDx be the subprocess of Brownian motion W killed upon leaving Dx. The process Za deflned by Za t := WDx(Ta t ), where Ta t is an independent subordinator described in the paragraph before the statement of the lemma, is called a subordinate killed Brownian motion in Dx. W”