確率論セミナー


2017/10/24(Tue)

16:30--18:00 数学教室 大セミナー室 (E404)

野場 啓

京都大学理学研究科

Approximation and duality problems about refracted processes

Using excursion theory, we construct a Markov process with no positive jumps whose positive and negative motions are given by different standard processes $X$ and $Y$. The resulting process is a generalization of Kyprianou--Loeffen's refracted L\'evy processes. We discuss approximation problem for our generalized refracted L\'evy processes by removing small jumps and taking the limit as the removal level tends to zero. We also discuss conditions for refracted processes to have dual processes.