Truncation in Duality and Intertwining Kernels} \runtit{Duality and intertwining

T. Huillet, S. Martinez

2020, v.26, Issue 3, 423-446


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.

Keywords: duality; intertwining; Siegmund dual; truncation; Pollak\tire Siegmund relation; sharp strong stationary time; sharp dual


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