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Transfer theorems and right-continuous processes
Pietro Rigoa, Hermann Thorissonb a Dipartimento di Matematica ``F. Casorati'', Universitá di Pavia, via Ferrata 1, 27100 Pavia, Italy
b Science Institute, University of Iceland, Dunhaga 3, 107 Reykjavik,
Iceland
Abstract:
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.
Citation:
Pietro Rigo, Hermann Thorisson, “Transfer theorems and right-continuous processes”, Theory Stoch. Process., 21(37):2 (2016), 91–95
Linking options:
https://www.mathnet.ru/eng/thsp164 https://www.mathnet.ru/eng/thsp/v21/i2/p91
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