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On the semimartingale nature of Feller processes with killing
6 references·0 citing·22 second hop
On the semimartingale nature of Feller processes with killing (2012)On the semimartingale nature of Feller pr…The Symbol Associated with the Solution of a Stochastic Differential Equation (2010)The Symbol Associated with th…Mimicking the marginal distributions of a semimartingale (2009)Mimicking the marginal distri…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures (1981)Representation of Semimarting…Semimartingales and Markov processes (1980)Semimartingales and Markov pr…On stochastic differential equations (1951)Calcul Stochastique et Problèmes de Martingales (1979)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case (1996)The Market Model of Interest Rate Dynamics (1997)Time-changed CIR default intensities with two-sided mean-reverting jumps (2014)Point Processes and Queues (1981)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Tangent Lévy market models (2011)On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (2015)On Square Integrable Martingales (1967)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Non-linear pricing theory and backward stochastic differential equations (1997)Stochastic Differential Equations and Diffusion Processes (1983)Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond (2010)Existence and estimates of moments for Lévy-type processes (2016)Viscosity solutions to Hamilton–Jacobi–Bellman equations associated with sublinear Lévy(-type) processes (2019)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)Overconfidence and Speculative Bubbles (2003)Modeling Term Structures of Defaultable Bonds (1999)The distribution of realized stock return volatility (2001)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 2005Stochastic Integration and Differential Equations4,700 cited
  • 1980Semimartingales and Markov processes197 cited
  • 2010The Symbol Associated with the Solution of a Stochastic Differential Equation77 cited
  • 1981Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures77 cited
  • 2009Mimicking the marginal distributions of a semimartingale23 cited

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