Timeline for When are time changes of Feller-Dynkin processes still Feller-Dynkin processes?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 14, 2012 at 1:16 | comment | added | ShawnD | Yes, this sort of idea seems to be a useful source of counterexamples. | |
| Jan 30, 2012 at 14:25 | answer | added | John Dawkins | timeline score: 1 | |
| Jan 30, 2012 at 13:15 | comment | added | The Bridge | Piotr Miłoś: as you gave the answer in your comment, I would recommend that you add an answer to this question so that Shawn can accept it. Best Regards | |
| Jan 29, 2012 at 10:57 | comment | added | Piotr Miłoś | By the so-called Dambis, Dubins-Schwarz theorem every continous local martingale is a time-changed Wiener process. Now it is enough to take your favourite martingale which is not a Markov process. | |
| Jan 28, 2012 at 1:11 | history | asked | ShawnD | CC BY-SA 3.0 |