Revista de Matemática: Teoría y Aplicaciones (Feb 2009)

Descomposición de procesos de incrementos independientes en casi intervalos

  • Jaime Lobo Segura

DOI
https://doi.org/10.15517/rmta.v5i2.162
Journal volume & issue
Vol. 5, no. 2
pp. 163 – 175

Abstract

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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.