VIII: 18, 316-328, LNM 381 (1974)
PRIOURET, Pierre
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 jumpsNature: Original
Retrieve article from Numdam
XLIV: 20, 429-465, LNM 2046 (2012)
LÉONARD, Christian
Girsanov theory under a finite entropy condition (
Theory of processes)
Keywords: Stochastic processes,
Relative entropy,
Girsanov's theory,
Diffusion processes,
Processes with jumpsNature: Original
