Truncation in Duality and Intertwining Kernels
Thierry Huillet, Servet Martinez
TL;DR
This paper investigates the properties of truncations within dual and intertwining processes in the monotone case, focusing on their behavior under time reversal and absorption times.
Contribution
It provides new insights into the behavior of truncated dual and intertwining processes, especially regarding their time-reversed dynamics and absorption characteristics.
Findings
Properties of truncations in dual processes analyzed
Behavior of intertwining processes under truncation studied
Results on absorption times of truncated processes
Abstract
We study properties of truncations in the dual and intertwining process in the monotone case. The main properties are stated for the time-reversed process and the time of absorption of the truncated intertwining process.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Quantum chaos and dynamical systems