On the semimartingale nature of Feller processes with killing

DOI10.1016/j.spa.2012.04.009zbMath1306.60122arXiv1008.2279OpenAlexW1973397194MaRDI QIDQ432514

Alexander Schnurr

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

zbMATH Keywords

Feller semigroupnegative definite symbolsemimartingalekilled process

Mathematics Subject Classification ID

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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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