A classification of deterministic Hunt processes with some applications
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Publication:3099233
zbMATH Open1235.60095arXiv1005.2036MaRDI QIDQ3099233FDOQ3099233
Authors: Alexander Schnurr 
Publication date: 1 December 2011
Abstract: Deterministic processes form an important building block of several classes of processes. We provide a method to classify deterministic Hunt processes. Within this framework we characterize different subclasses (e.g. Feller) and construct some (counter-)examples. In particular the existence of a Hunt semimartingale (on R) which is not an It^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980) is proven.
Full work available at URL: https://arxiv.org/abs/1005.2036
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- The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities
- On the semimartingale nature of Feller processes with killing
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- On deterministic Markov processes: expandability and related topics
- Hunt's hypothesis (H) for Markov processes: survey and beyond
- A criterion for invariant measures of Itô processes based on the symbol
- Title not available (Why is that?)
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