A counterexample to a transfer result in citeHT (Theorem 2.4, Chap.~4) is given. A new result, whichprovidesa 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.
Pietro Rigo, Hermann Thorisson (2016). Transfer theorems and right-continuous processes. THEORY OF STOCHASTIC PROCESSES, 21(2), 91-95.
Transfer theorems and right-continuous processes
Pietro Rigo;
2016
Abstract
A counterexample to a transfer result in citeHT (Theorem 2.4, Chap.~4) is given. A new result, whichprovidesa 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.File in questo prodotto:
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