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Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures

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References

1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1951On stochastic differential equations832 cited
1967On Square Integrable Martingales617 cited
1980Semimartingales and Markov processes197 cited
2006Intégrales stochastiques I101 cited

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2004Piecewise Deterministic Markov Control Processes with Feedback Controls and Unbounded Costs25 cited
2016Estimating jump–diffusions using closed-form likelihood expansions25 cited

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