原创力文档additive functionals and excursions of kuznetsov processes添加剂u201c库兹涅佐夫u201d过程的泛函,和远足.pdfVIP
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additive functionals and excursions of kuznetsov processes添加剂u201c库兹涅佐夫u201d过程的泛函,和远足
ADDITIVE FUNCTIONALS AND EXCURSIONS OF
KUZNETSOV PROCESSES
`
HACENE BOUTABIA
Received 16 September 2004 and in revised form 28 June 2005
Let B be a continuous additive functional for a standard process (X ) and let (Y )
t t∈R+ t t∈R
be a stationary Kuznetsov process with the same semigroup of transition. In this paper,
we give the excursion laws of (Xt )t∈R+ conditioned on the strict past and future without
duality hypothesis. We study excursions of a
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