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2021 Concatenation and pasting of right processes
Florian Werner
Author Affiliations +
Electron. J. Probab. 26: 1-21 (2021). DOI: 10.1214/21-EJP611

Abstract

A universal method for the concatenation of a sequence of Markov right processes is established. It is then applied to the continued pasting of two Markov right processes, which can be used for pathwise constructions of locally defined processes like Brownian motions on compact intervals.

Acknowledgments

The main parts of this paper were developed during the author’s Ph.D. thesis [17] supervised by Prof. Jürgen Potthoff, whose constant support the author gratefully acknowledges.

Citation

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Florian Werner. "Concatenation and pasting of right processes." Electron. J. Probab. 26 1 - 21, 2021. https://doi.org/10.1214/21-EJP611

Information

Received: 8 January 2018; Accepted: 29 March 2021; Published: 2021
First available in Project Euclid: 20 April 2021

Digital Object Identifier: 10.1214/21-EJP611

Subjects:
Primary: 60J40, 60J45

JOURNAL ARTICLE
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Vol.26 • 2021
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