Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures-Reference-Cited by-同舟云学术

Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures

Published:1981 Issue: Volume: Page:159-242
ISSN:
Container-title:Seminar on Stochastic Processes, 1981
language:
Short-container-title:

Author:

Çinlar E.,Jacod J.

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-3938-3_8.pdf

Reference27 articles.

1. A. BENVENISTE et J. JACOD. Systèmes de Lévy des processus de Markov. Invent. Math. 21 (1973), 183–198.

2. R.M. BLUMENTHAL and R.K. GETOOR. Markov Processes and Potential Theory. Academic Press, New York, 1968.

3. E. Çinlar. Markov additive processes, II. Z. Wahrscheinlichkeitstheorie verw. Gebietes 24 (1972), 94–121.

4. E. ÇINLAR and J. JACOD. After a time change every Hunt process satisfies a stochastic integral equation driven by a Wiener process and a Poisson random measure. To appear.

5. E. ÇINLAR, J. JACOD, P. PROTTER, and M.J. SHARPE. Semimartingales and Markov processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 54 (1980), 161–219.

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