CONTENTS0. Introduction...................................................................................5 0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9 1.1. Definition basic properties........................................................9 1.2. Characteristics of j.p.d............................................................12 1.2.1. Drift functions.....................................................................12 1.2.2. Drift time distributions.........................................................15 1.2.3. Jump distributions...............................................................15 1.2.4. Jump times, regeneration functions....................................18 1.2.5. Summary.............................................................................20 1.2.6. Characteristics and transition probabilities.........................21 1.3. Construction of j.p.d................................................................22 1.3.1. Construction of the "embedded chain"................................22 1.3.2. Construction of the j.p.d......................................................24 1.3.3. Characterization of j.p.d.......................................................29Chapter 2. Feller j.p.d. on the real line..............................................29 2.1. Preparations.............................................................................30 2.2. Certain one-dimensional j.p.d....................................................33 2.2.1. Definition.............................................................................33 2.2.2. Existence of special Feller j.p.d...........................................34 2.3. Remarks. Discussion of results.................................................46References........................................................................................50
@book{bwmeta1.element.zamlynska-e2934aa1-4e3c-428f-b159-38959f62579f,
author = {Reinhard Wobst},
title = {On jump processes with drift},
series = {GDML\_Books},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
address = {Warszawa},
year = {1983},
zbl = {0537.60072},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-e2934aa1-4e3c-428f-b159-38959f62579f}
}
Reinhard Wobst. On jump processes with drift. GDML_Books (1983), http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-e2934aa1-4e3c-428f-b159-38959f62579f/