On local times of a diffusion
Paavo Salminen (1985)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Absolute continuity of Markov processes”
On local times of a diffusion
On the reconstruction of a killed Markov process
Sadao Sato (1992)
Séminaire de probabilités de Strasbourg
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Predictable local times and exit systems
Haya Kaspi, Bernard Maisonneuve (1986)
Séminaire de probabilités de Strasbourg
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A family of L 2-spaces associated to the jumps of a Markov process
Valentin Grecea (2011)
Open Mathematics
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Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.
Stochastic calculus and the continuity of local times of Lévy processes
Richard F. Bass, Davar Khoshnevisan (1992)
Séminaire de probabilités de Strasbourg
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Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Mishura, Yu., Oltsik, Ya. (1999)
Journal of Applied Mathematics and Stochastic Analysis
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The total continuity of natural filtrations
Sheng-Wu He, Jia-Gang Wang (1982)
Séminaire de probabilités de Strasbourg
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On the Azéma martingales
Michel Émery (1989)
Séminaire de probabilités de Strasbourg
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Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
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