Descomposición de procesos de incrementos independientes en casi intervalos
We introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total v...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universidad de Costa Rica
2009-02-01
|
| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
| _version_ | 1827838630427623424 |
|---|---|
| author | Jaime Lobo Segura |
| author_facet | Jaime Lobo Segura |
| author_sort | Jaime Lobo Segura |
| collection | DOAJ |
| description | We introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total variation of continuous-time processes.
Keywords: independent increment processes in quasi-intervals; associated counting processes; fixed points; canonical aditive descomposition; L2- regulares martingales in quasi-intervals; regularity conditions of trajectories; total variation; nearby processes. |
| first_indexed | 2024-03-12T07:08:39Z |
| format | Article |
| id | doaj.art-f4b86d30165e4e1dad7c38373596b068 |
| institution | Directory Open Access Journal |
| issn | 2215-3373 |
| language | English |
| last_indexed | 2024-03-12T07:08:39Z |
| publishDate | 2009-02-01 |
| publisher | Universidad de Costa Rica |
| record_format | Article |
| series | Revista de Matemática: Teoría y Aplicaciones |
| spelling | doaj.art-f4b86d30165e4e1dad7c38373596b0682023-09-02T23:18:02ZengUniversidad de Costa RicaRevista de Matemática: Teoría y Aplicaciones2215-33732009-02-015216317510.15517/rmta.v5i2.162147Descomposición de procesos de incrementos independientes en casi intervalosJaime Lobo Segura0Universidad de Costa Rica, Escuela de MatemáticaWe introduce the notion independent increment in quasi-intervals. Some properties of the fixed points of these processes are studied, as well as those of the aditive descomposition. Finally, we establish the relation between this concept with the classical one and we deduce a property of the total variation of continuous-time processes. Keywords: independent increment processes in quasi-intervals; associated counting processes; fixed points; canonical aditive descomposition; L2- regulares martingales in quasi-intervals; regularity conditions of trajectories; total variation; nearby processes.https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
| spellingShingle | Jaime Lobo Segura Descomposición de procesos de incrementos independientes en casi intervalos Revista de Matemática: Teoría y Aplicaciones |
| title | Descomposición de procesos de incrementos independientes en casi intervalos |
| title_full | Descomposición de procesos de incrementos independientes en casi intervalos |
| title_fullStr | Descomposición de procesos de incrementos independientes en casi intervalos |
| title_full_unstemmed | Descomposición de procesos de incrementos independientes en casi intervalos |
| title_short | Descomposición de procesos de incrementos independientes en casi intervalos |
| title_sort | descomposicion de procesos de incrementos independientes en casi intervalos |
| url | https://revistas.ucr.ac.cr/index.php/matematica/article/view/162 |
| work_keys_str_mv | AT jaimelobosegura descomposiciondeprocesosdeincrementosindependientesencasiintervalos |