Markov processes and their last exit distributions

Joseph Glover

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CONTENTS0. Introduction...................................................................................5 0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9 1.1. Definition basic properties........................................................9 1.2. Characteristics of j.p.d............................................................12 1.2.1. Drift functions.....................................................................12 1.2.2....

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