The fourth characteristic of a semimartingale

DOI10.3150/19-BEJ1145zbMath1462.60102arXiv1709.06756MaRDI QIDQ2278675

Alexander Schnurr

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.06756

zbMATH Keywords

Markov processkillingsymbolsemimartingale

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Generalizations of martingales (60G48) Jump processes on general state spaces (60J76)

Related Items (3)

From Markov processes to semimartingales ⋮ Affine processes beyond stochastic continuity ⋮ On association and other forms of positive dependence for Feller processes

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