Semimartingales and Markov processes

DOI10.1007/BF00531446zbMath0443.60074OpenAlexW2037912907MaRDI QIDQ3886618

Jean Jacod, Erhan Çinlar, Michael J. Sharpe, Philip E. Protter

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531446

zbMATH Keywords

semimartingales generators additive functionals

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)

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