Transfer theorems and right-continuous processes
Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 91-95
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A counterexample to a transfer result in [5] (Theorem 2.4, Chap. 4) is given. A new result, which provides a reasonable substitute for the disproved one, is proved as well. This result yields, in particular, a transfer theorem for processes whose paths are right-continuous but not necessarily cadlag.
Keywords:
Coupling, perfect probability measure, regular conditional distribution, transfer theorem.
@article{THSP_2016_21_2_a7,
author = {Pietro Rigo and Hermann Thorisson},
title = {Transfer theorems and right-continuous processes},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {91--95},
year = {2016},
volume = {21},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2016_21_2_a7/}
}
Pietro Rigo; Hermann Thorisson. Transfer theorems and right-continuous processes. Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 91-95. http://geodesic.mathdoc.fr/item/THSP_2016_21_2_a7/
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