Semimartingale decomposition of continuous strong Markov semimartingales

1998 ◽  
pp. 33-52
Author(s):  
Sigurd Assing ◽  
Wolfgang M. Schmidt
Keyword(s):  
Strong Markov

scholarly journals Homogeneity and the Strong Markov Property

1987 ◽  
Vol 15 (1) ◽  
pp. 213-240 ◽  
Author(s):  
Olav Kallenberg
Keyword(s):  
Markov Property ◽  
Strong Markov Property ◽  
Strong Markov

scholarly journals Excision of a strong Markov process

1972 ◽  
Vol 23 (2) ◽  
pp. 114-120 ◽  
Author(s):  
F. B. Knight ◽  
A. O. Pittenger
Keyword(s):  
Markov Process ◽  
Strong Markov Process ◽  
Strong Markov

scholarly journals Parametrix construction for certain Lévy-type processes

2015 ◽  
Vol 0 (0) ◽  
Author(s):  
Victoria Knopova ◽  
Alexei Kulik
Keyword(s):  
Markov Process ◽  
Probability Density ◽  
Lower Bounds ◽  
Transition Probability ◽  
Local Operator ◽  
Upper And Lower Bounds ◽  
Transition Probability Density ◽  
Strong Markov Process ◽  
Non Local ◽  
Strong Markov

AbstractIn this paper, we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.

Continuous Strong Markov Processes in Dimension One

1998 ◽  
Author(s):  
Sigurd Assing ◽  
Wolfgang M. Schmidt
Keyword(s):  
Markov Processes ◽  
Dimension One ◽  
Strong Markov
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