On some Markov processes related to a symmetric α-stable process
Анотація
Let and denote Markov processes on being the results of the following transformations of a symmetric -stable process on : the first one coincides with the process killed at the stopping time and the second one is determined by its transition probability density defined for , , and by the equality , where g is transition probability density of the process . If those transformations lead us to the same process. In the case of they are different. Some properties of these processes are investigated. We restrict ourselves, in this paper, to the case of .
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