Publication Date:
2015-08-14
Description:
We study, for a given process X , the conditions under which ν-similarity is provided, relations between similarity and ν-similarity of processes, and we analyze (doubly) limiting conditional distributions. We present sufficient conditions for the existence of at least one ν-similar process to a given one. Moreover, recursive formulas for birth and death rates of ν-similar processes are formulated. We apply differential equations and uniqueness of solutions to such equations to derive the main results of the paper. Finally, an example illustrates the applications of our results.MSC: 60J80, 42C05, 60J85.
Print ISSN:
1687-1839
Electronic ISSN:
1687-1847
Topics:
Mathematics
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