Concatenation and Pasting of Right Processes

2018/01/08 by Florian Werner, Werner, Florian
Mathematics · #60J40 #60J45 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60J40 #msc:60J45

paper · pdf · doi:10.48550/arxiv.1801.02595

arxiv created 2018/01/08 · arxiv updated 2018/01/09

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.

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