From Markov processes to semimartingales

DOI10.1214/23-ps19zbMath1525.60102arXiv2211.15499OpenAlexW4379053331MaRDI QIDQ6168534

Alexander Schnurr, Unnamed Author

Publication date: 9 August 2023

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.15499

zbMATH Keywords

generatorstochastic differential equationsMarkov processLévy processkillingsemimartingale characteristics

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Jump processes on general state spaces (60J76)

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