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On the semimartingale nature of Feller processes with killing · Study

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ArticleOn the semimartingale nature of Feller processes with killing

Alexander Schnurr2012

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Articlebronze2012

On the semimartingale nature of Feller processes with killing

Alexander Schnurr

18 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1999Continuous Martingales and Brownian Motion 2005Stochastic Integration and Differential Equations 1980Semimartingales and Markov processes 2010The Symbol Associated with the Solution of a Stochastic Differential Equation 1981Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures 2009Mimicking the marginal distributions of a semimartingale

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Year2012

Typearticle

Published2012-04-26

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations18

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2012.04.009

openalex_workW1973397194

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