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...

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Main Author: Lobo Segura, Jaime
Format: Artículo
Language: Español
Published: 2015
Online Access: http://revistas.ucr.ac.cr/index.php/matematica/article/view/162
http://hdl.handle.net/10669/12797
Summary: 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.