Timeline for Is it safe to work on a Cadlag modification of a Feller process?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Nov 13, 2015 at 8:09 | history | edited | Nate Eldredge | CC BY-SA 3.0 |
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| Nov 13, 2015 at 5:57 | vote | accept | kenneth | ||
| Nov 13, 2015 at 5:53 | comment | added | kenneth | In the previous comment, I was talking about general process $X$, not the specific one in your example. For instance, a Drichlet problem underlying $\alpha$-stable process with a unit ball. | |
| Nov 13, 2015 at 4:33 | comment | added | kenneth | Sorry, I confused you. Later I am out, and will be back in a few hours. | |
| Nov 13, 2015 at 4:26 | comment | added | Nate Eldredge | @kenneth: I'm sorry, I really don't understand your comment. The generator of my process $X_t$ is the 0 operator. Note that $C(\{0,1\})$ is a vector space of dimension 2. "Dirichlet boundary conditions" don't make sense here because in my state space, every set has empty boundary. | |
| Nov 13, 2015 at 4:23 | comment | added | kenneth | Let $L$ be generator of $X$, If we consider $L u = 0$ with Dirichlet data $f$ on $\partial O$, the probabilistic counterpart is $u(x) = \mathbb E[f(X_\tau)]$. Then I wonder if $X$ and $\tau$ in the above is of Cadlag version or original one, if the answer is NO? | |
| Nov 13, 2015 at 4:19 | history | answered | Nate Eldredge | CC BY-SA 3.0 |