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The fourth characteristic of a semimartingale - MaRDI portal

The fourth characteristic of a semimartingale (Q2278675)

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The fourth characteristic of a semimartingale
scientific article

    Statements

    title
    The fourth characteristic of a semimartingale (English)
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    author
    Alexander Schnurr
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    published in
    Bernoulli
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    publication date
    5 December 2019
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    zbMATH Keywords
    killing
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    Markov process
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    semimartingale
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    symbol
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    cites work
    Q4065773
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    Q5556844
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    Q5537954
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    Q3721531
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    Q3959169
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    Q4895323
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    Q2772170
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    Q3149351
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    Q5462966
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    Q3774629
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    Q3099667
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    Q4435813
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    Q4226355
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    Q3633240
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    Identifiers

    DOI
    10.3150/19-BEJ1145
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    Mathematics Subject Classification ID
    60J25
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    60J76
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    60G48
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    zbMATH DE Number
    7140512
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    arXiv ID
    1709.06756
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