A classification of deterministic Hunt processes with some applications
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Publication:3099233
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.
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