@article{AIHPB_1987__23_S2_297_0,
author = {Watanabe, Shinzo},
title = {Construction of semimartingales from pieces by the method of excursion point processes},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
volume = {23},
year = {1987},
pages = {297-320},
mrnumber = {898498},
zbl = {0622.60050},
language = {en},
url = {http://dml.mathdoc.fr/item/AIHPB_1987__23_S2_297_0}
}
Watanabe, Shinzo. Construction of semimartingales from pieces by the method of excursion point processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987) pp. 297-320. http://gdmltest.u-ga.fr/item/AIHPB_1987__23_S2_297_0/
[1] , Capacités et processus stochastiques, Springer, 1972. | MR 448504 | Zbl 0246.60032
[2] and , Probabilities and Potential, North-Holland, 1978. | MR 521810 | Zbl 0494.60001
[3] and , Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, 1981. | MR 637061 | Zbl 0495.60005
[4] , Stochastic Processes, Lecture Notes Series, No. 16, Aarhus Univ., 1969. | MR 260018 | Zbl 0226.60053
[5] , Kakuritsuron, Vol. III, Kiso Sūgaku Köza, Iwanami, 1978 (Japanese).
[6] , Poisson Point Processes Attached to Markov Processes, Proc. Sixth Berkeley Sump. III, Univ. California Press, 1972, pp. 225-239. | MR 402949 | Zbl 0284.60051
[7] and , Diffusion Processes and Their Sample Paths, Springer, 1965. | Zbl 0127.09503
[8] , Théorie de l'addition des variables aléatoires, Gauthier-Villars, 1937. | JFM 63.0490.04 | Zbl 0016.17003
[9] , Processus stochastiques et mouvement brownien, Gauthier-Villars, 1948. | MR 190953 | Zbl 0034.22603
[10] , Exit Systems, Ann. Probab., Vol. 3, 1975, pp. 399-411. | MR 400417 | Zbl 0311.60047
[11] and , On the Existence and Uniqueness of Diffusion Processes with Wentzell's Boundary Conditions, Jour. Math. Kyoto Univ. (to appear). | Zbl 0665.60062
[12] , Construction of Diffusion Processes with Wentzll's Boundary Conditions by Means of Poisson Point Processes of Brownian Excursions, Probability Theory, Banach Center Publ. Vol. 5, P.W.N.-Polish Scientific Publishers, 1979, pp. 225-271. | Zbl 0442.60076
[13] , Excursion Point Processes and Diffusions, Proc. I.C.M. Warsaw, P.W.N.- Polish Scientific Publishers, 1984, pp. 255-271. | MR 561485 | Zbl 0565.60044
[14] , Diffusions, Markov Processes and Martingales, Vol. 1, Foundations, John Wiley and Sons, 1979. | MR 531031 | Zbl 0402.60003