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X: 26, 532-535, LNM 511 (1976)
Note on pasting of two Markov processes (Markov processes)
The pasting or piecing out theorem says roughly that two Markov processes taking values in two open sets and agreeing up to the first exit time of their intersection can be extended into a single Markov process taking values in their union. The word ``roughly'' replaces a precise definition, necessary in particular to handle jumps. Though the result is intuitively obvious, its proof is surprisingly messy. It is due to Courrège-Priouret, Publ. Inst. Stat. Univ. Paris, 14, 1965. Here it is reduced to a ``revival theorem'' of Ikeda-Nagasawa-Watanabe, J. Math. Kyoto Univ., 8, 1968
Comment: The piecing out theorem is also reduced to a revival theorem in Meyer, Ann. Inst. Fourier, 25,1975
Keywords: Piecing-out theorem
Nature: Original
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