Jumping Markov Processes

J. Jacod; A. V. Skorokhod

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 1, page 11-67
  • ISSN: 0246-0203

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Jacod, J., and Skorokhod, A. V.. "Jumping Markov Processes." Annales de l'I.H.P. Probabilités et statistiques 32.1 (1996): 11-67. <http://eudml.org/doc/77529>.

@article{Jacod1996,
author = {Jacod, J., Skorokhod, A. V.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Markov jump processes; martingales; infinitesimal generator; additive functionals},
language = {eng},
number = {1},
pages = {11-67},
publisher = {Gauthier-Villars},
title = {Jumping Markov Processes},
url = {http://eudml.org/doc/77529},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Jacod, J.
AU - Skorokhod, A. V.
TI - Jumping Markov Processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 1
SP - 11
EP - 67
LA - eng
KW - Markov jump processes; martingales; infinitesimal generator; additive functionals
UR - http://eudml.org/doc/77529
ER -

References

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  9. [9] J. Jacod and A.N. Shiryaev, Limit theorems for stochastic processes, Springer Verlag, Berlin, 1987. Zbl0635.60021MR959133
  10. [10] J. Jacod and A.V. Skorokhod, Jumping filtrations and martingales with finite variation, In: Sém. Proba. XXVIII, Lect. Notes in Math., Vol. 1583, 1994, pp. 21-35. Zbl0814.60039MR1329098
  11. [11] H. Kunita, Absolute continuity of Markov processes and generators, Nagoya J. Math., Vol. 36, 1969, pp. 1-26. Zbl0186.51203MR250387
  12. [12] C. Mayer, Processus de Markov non stationnaires et espace-temps, Ann. Inst. H. Poincaré, Vol. IV, 1968, pp. 165-177. Zbl0226.60090MR245087
  13. [13] P.-A. Meyer, Renaissance, recollements, mélanges, ralentissement de processus de Markov, Ann. Inst. Fourier, Vol. 25, 1975, pp. 465-497. Zbl0304.60041MR415784

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