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

zbMath0622.60050MaRDI QIDQ1091035

Shinzo Watanabe

Publication date: 1987

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1987__23_S2_297_0

zbMATH Keywords

Poisson point processpiece of Brownian motionstochastic calculus of point processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Lenses in skew Brownian flow

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