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Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) by Zhen-Qing Chen, Masatoshi Fukushima

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  Chapter Five

 

TIME CHANGES OF SYMMETRIC MARKOV PROCESSES

Time change is one of the most basic and very useful transformations for Markov processes, which has been studied by many authors. The following is a prototype of the problem that will be studied in this chapter. Suppose X is a Lévy process in imagen that is the sum of a Brownian motion in imagen and an independent rotationally symmetric α-stable process in imagen, where n ≥ 1 and α ∈ (0, 2). Denote by ...

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