On the semimartingale nature of Feller processes with killing
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Publication:432514
DOI10.1016/j.spa.2012.04.009zbMath1306.60122arXiv1008.2279OpenAlexW1973397194MaRDI QIDQ432514
Publication date: 4 July 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.2279
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Cites Work
- The symbol associated with the solution of a stochastic differential equation
- Conformal martingales
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- Conservativeness and extensions of Feller semigroups
- Growth and Hölder conditions for the sample paths of Feller processes
- A symbolic calculus for pseudo differential operators generating Feller semigroups
- Characteristic functions and symbols in the theory of Feller processes
- Pseudo differential operators with negative definite symbols of variable order
- A Classification of Deterministic Hunt Processes with Some Applications
- Semimartingales and Markov processes
- A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo‐differential operator generating a Markov process
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