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IV: 06, 71-72, LNM 124 (1970)

**DELLACHERIE, Claude**

Au sujet des sauts d'un processus de Hunt (Markov processes)

Two a.s. results on jumps: the process cannot jump*from * a semi-polar set; at the first hitting time of any finely closed set $F$, either the process does not jump, or it jumps from outside $F$

Comment: Both results are improvements of previous results of Meyer and Weil

Keywords: Hunt processes, Semi-polar sets

Nature: Original

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IX: 34, 530-533, LNM 465 (1975)

**MEYER, Paul-André**

Sur la démonstration de prévisibilité de Chung et Walsh (Markov processes)

A new proof of the result that for a Hunt process, the previsible stopping times are exactly those at which the process does not jump was given by Chung-Walsh (*Z. für W-theorie,* **29**, 1974). Their idea is used here in a modified way, using a formula of Dawson which ``explicitly'' computes conditional expectations and projections. Then it is extended to Ray processes

Comment: The contents of this paper became Chapter XIV**44**--47 in Dellacherie-Meyer, *Probabilités et Potentiel*

Keywords: Hunt processes, Previsible times

Nature: Exposition

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X: 05, 44-77, LNM 511 (1976)

**KUNITA, Hiroshi**

Absolute continuity for Markov processes (Markov processes)

This paper is devoted to a ``progressive'' Lebesgue decomposition of the laws of a Markov process with respect to a second one in the same filtration, and the structure of the corresponding density. The two processes are assumed to be Hunt processes, and for part of the paper satisfy Hunt's hypothesis (K) (all excessive functions are regular, or semi-polar sets are polar). The topics discussed are the following: Lévy systems and the relation between the Lévy systems of a process and of its transform by a multiplicative functional; structure of exact perfect terminal times, which are shown to be hitting times of sets in space-time, by the process $(X_{t-},X_t)$ (a version of a result of Walsh-Weil,*Ann. Sci. ENS,* **5**, 1972); the ``Lebesgue decomposition'' of a Markov process with respect to another, and the fact that if absolute continuity holds on the germ field it also holds up to some maximal terminal time; a condition for this terminal time to be equal to the lifetime, under hypothesis (K)

Comment: The pasting together of the Lebesgue decompositions of a probability measure with respect to another one, on the $\sigma$-fields of a given filtration, is called the*Kunita decomposition,* and is not restricted to Markov processes. For the general case, see Yoeurp, in LN **1118**, *Grossissements de filtrations,* 1985

Keywords: Absolute continuity of laws, Hunt processes, Terminal times, Kunita decomposition

Nature: Original

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XIV: 44, 418-436, LNM 784 (1980)

**RAO, Murali**

A note on Revuz measure (Markov processes, Potential theory)

The problem is to weaken the hypotheses of Chung (*Ann. Inst. Fourier,* **23**, 1973) implying the representation of the equilibrium potential of a compact set as a Green potential. To this order, Revuz measure techniques are used, and interesting auxiliary results are proved concerning the Revuz measures of natural additive functionals of a Hunt process

Keywords: Revuz measures, Additive functionals, Hunt processes, Equilibrium potentials

Nature: Original

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XLIV: 04, 75-103, LNM 2046 (2012)

**QIAN, Zhongmin**; **YING, Jiangang**

Martingale representations for diffusion processes and backward stochastic differential equations (Stochastic calculus)

Keywords: Backward Stochastic Differential equations, Dirichlet forms, Hunt processes, Martingales, Natural filtration, Non-linear equations

Nature: Original

Au sujet des sauts d'un processus de Hunt (Markov processes)

Two a.s. results on jumps: the process cannot jump

Comment: Both results are improvements of previous results of Meyer and Weil

Keywords: Hunt processes, Semi-polar sets

Nature: Original

Retrieve article from Numdam

IX: 34, 530-533, LNM 465 (1975)

Sur la démonstration de prévisibilité de Chung et Walsh (Markov processes)

A new proof of the result that for a Hunt process, the previsible stopping times are exactly those at which the process does not jump was given by Chung-Walsh (

Comment: The contents of this paper became Chapter XIV

Keywords: Hunt processes, Previsible times

Nature: Exposition

Retrieve article from Numdam

X: 05, 44-77, LNM 511 (1976)

Absolute continuity for Markov processes (Markov processes)

This paper is devoted to a ``progressive'' Lebesgue decomposition of the laws of a Markov process with respect to a second one in the same filtration, and the structure of the corresponding density. The two processes are assumed to be Hunt processes, and for part of the paper satisfy Hunt's hypothesis (K) (all excessive functions are regular, or semi-polar sets are polar). The topics discussed are the following: Lévy systems and the relation between the Lévy systems of a process and of its transform by a multiplicative functional; structure of exact perfect terminal times, which are shown to be hitting times of sets in space-time, by the process $(X_{t-},X_t)$ (a version of a result of Walsh-Weil,

Comment: The pasting together of the Lebesgue decompositions of a probability measure with respect to another one, on the $\sigma$-fields of a given filtration, is called the

Keywords: Absolute continuity of laws, Hunt processes, Terminal times, Kunita decomposition

Nature: Original

Retrieve article from Numdam

XIV: 44, 418-436, LNM 784 (1980)

A note on Revuz measure (Markov processes, Potential theory)

The problem is to weaken the hypotheses of Chung (

Keywords: Revuz measures, Additive functionals, Hunt processes, Equilibrium potentials

Nature: Original

Retrieve article from Numdam

XLIV: 04, 75-103, LNM 2046 (2012)

Martingale representations for diffusion processes and backward stochastic differential equations (Stochastic calculus)

Keywords: Backward Stochastic Differential equations, Dirichlet forms, Hunt processes, Martingales, Natural filtration, Non-linear equations

Nature: Original