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2 matches found
VIII: 18, 316-328, LNM 381 (1974)
Construction de processus de Markov sur ${\bf R}^n$ (Markov processes, Diffusion theory)
The problem is to construct a Markov process which satisfies a martingale problem relative to a generator involving a diffusion part and a jump part. The method used is analytic
Comment: To be completed
Keywords: Processes with jumps
Nature: Original
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XLIV: 20, 429-465, LNM 2046 (2012)
L√ČONARD, Christian
Girsanov theory under a finite entropy condition (Theory of processes)
Keywords: Stochastic processes, Relative entropy, Girsanov's theory, Diffusion processes, Processes with jumps
Nature: Original