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• W137264176 endingPage "242" @default.
• W137264176 startingPage "159" @default.
• W137264176 abstract "Our object is the representation of Markov processes taking values in IRm in terms of well-understood processes and operations. The major result is that every semimartingale Hunt process is obtained by a random time change from a Markov process that satisfies a stochastic integral equation driven by a Wiener process and a Poisson random measure. If the stochastic equation has no other solutions, then the probability law of the process is specified by four deterministic functions. In the particular case of Hunt processes whose paths are of bounded variation over finite intervals, the representation involves only a Poisson random measure and no stochastic integrals. A further corollary is that every continuous strong Markov process on IRm. whose paths are of bounded variation over finite intervals is totally deterministic except in the choice of initial state." @default.
• W137264176 created "2016-06-24" @default.
• W137264176 creator A5003505966 @default.
• W137264176 creator A5068015878 @default.
• W137264176 date "1981-01-01" @default.
• W137264176 modified "2023-10-11" @default.
• W137264176 title "Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures" @default.
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• W137264176 doi "https://doi.org/10.1007/978-1-4612-3938-3_8" @default.
• W137264176 hasPublicationYear "1981" @default.
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