2019/11/04 by Thierry Huillet, Huillet, Thierry, Servet Martı́nez +1
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60J10 #60J70 #60J80 #FOS: Mathematics #Probability (math.PR) #Quantum chaos and dynamical systems #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.1911.01415
openalex publication_date 2019/11/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We study properties of truncations in the dual and intertwining process in the monotone case. The main properties are stated for the time-reversed process and the time of absorption of the truncated intertwining process.