Construction of semimartingales from pieces by the method of excursion point processes

Shinzo Watanabe

Annales de l'I.H.P. Probabilités et statistiques (1987)

  • Volume: 23, Issue: S2, page 297-320
  • ISSN: 0246-0203

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Watanabe, Shinzo. "Construction of semimartingales from pieces by the method of excursion point processes." Annales de l'I.H.P. Probabilités et statistiques 23.S2 (1987): 297-320. <http://eudml.org/doc/77311>.

@article{Watanabe1987,
author = {Watanabe, Shinzo},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {piece of Brownian motion; Poisson point process; stochastic calculus of point processes},
language = {eng},
number = {S2},
pages = {297-320},
publisher = {Gauthier-Villars},
title = {Construction of semimartingales from pieces by the method of excursion point processes},
url = {http://eudml.org/doc/77311},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Watanabe, Shinzo
TI - Construction of semimartingales from pieces by the method of excursion point processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1987
PB - Gauthier-Villars
VL - 23
IS - S2
SP - 297
EP - 320
LA - eng
KW - piece of Brownian motion; Poisson point process; stochastic calculus of point processes
UR - http://eudml.org/doc/77311
ER -

References

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  11. [11] S. Takanobu and S. Watanabe, On the Existence and Uniqueness of Diffusion Processes with Wentzell's Boundary Conditions, Jour. Math. Kyoto Univ. (to appear). Zbl0665.60062
  12. [12] S. Watanabe, Construction of Diffusion Processes with Wentzll's Boundary Conditions by Means of Poisson Point Processes of Brownian Excursions, Probability Theory, Banach Center Publ. Vol. 5, P.W.N.-Polish Scientific Publishers, 1979, pp. 225-271. Zbl0442.60076
  13. [13] S. Watanabe, Excursion Point Processes and Diffusions, Proc. I.C.M. Warsaw, P.W.N.- Polish Scientific Publishers, 1984, pp. 255-271. Zbl0565.60044MR561485
  14. [14] D. Williams, Diffusions, Markov Processes and Martingales, Vol. 1, Foundations, John Wiley and Sons, 1979. Zbl0402.60003MR531031

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