Truncation in Duality and Intertwining Kernels
Probability
2019-11-05 v1
Abstract
We study properties of truncations in the dual and intertwining process in the monotone case. The main properties are stated for the time-reversed process and the time of absorption of the truncated intertwining process.
Keywords
Cite
@article{arxiv.1911.01415,
title = {Truncation in Duality and Intertwining Kernels},
author = {Thierry Huillet and Servet Martinez},
journal= {arXiv preprint arXiv:1911.01415},
year = {2019}
}