Jumping Markov Processes
Jacod, J. ; Skorokhod, A. V.
Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996), p. 11-67 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1996-01-01
@article{AIHPB_1996__32_1_11_0,
     author = {Jacob, Jean and Skorokhod, A. V.},
     title = {Jumping Markov Processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {32},
     year = {1996},
     pages = {11-67},
     mrnumber = {1373726},
     zbl = {0841.60066},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_1996__32_1_11_0}
}

Jacod, J.; Skorokhod, A. V. Jumping Markov Processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) pp. 11-67. http://gdmltest.u-ga.fr/item/AIHPB_1996__32_1_11_0/

[1] R.M. Blumenthal and R.K. Getoor, Markov processes and potential theory, Academic Press, New York, 1968. | MR 264757 | Zbl 0169.49204

[2] E. Cinlar, J. Jacod, P. Protter and M.J. Sharpe, Semimartingales and Markov processes, Z. Wahrsch. Verw. Geb., Vol. 52, 1980, pp. 161-220. | MR 597337 | Zbl 0443.60074

[3] M.H.A. Davis, Piecewise-deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models, J. R. Statist. Soc. B, Vol. 46, 1984, pp. 353-388. | MR 790622 | Zbl 0565.60070

[4] C. Dellacherie and P.-A. Meyer, Probabilités et potentiel I., Herman, Paris, 1976. | MR 488194

[5] E.B. Dynkin, Theory of Markov processes, Pergamon Press, New York, 1960. | MR 131900 | Zbl 0091.13605

[6] E.B. Dynkin, Markov Processes (I, II), Springer Verlag, Berlin, 1965.

[7] E.B. Dynkin, S.E. Kuznetsov and A.V. Skorokhod, Branching measure-valued processes, Probab. Theory Relat. Fields, Vol. 99, 1994, pp. 55-96. | MR 1273742 | Zbl 0813.60076

[8] J. Jacod, Multivariate point processes : predictable projection, Radon-Nikodym derivatives, representation of martingales, Z. Wahrsch. Verw. Geb., Vol. 31, 1975, pp. 235-253. | MR 380978 | Zbl 0302.60032

[9] J. Jacod and A.N. Shiryaev, Limit theorems for stochastic processes, Springer Verlag, Berlin, 1987. | MR 959133 | Zbl 0635.60021

[10] J. Jacod and A.V. Skorokhod, Jumping filtrations and martingales with finite variation, In: Sém. Proba. XXVIII, Lect. Notes in Math., Vol. 1583, 1994, pp. 21-35. | Numdam | MR 1329098 | Zbl 0814.60039

[11] H. Kunita, Absolute continuity of Markov processes and generators, Nagoya J. Math., Vol. 36, 1969, pp. 1-26. | MR 250387 | Zbl 0186.51203

[12] C. Mayer, Processus de Markov non stationnaires et espace-temps, Ann. Inst. H. Poincaré, Vol. IV, 1968, pp. 165-177. | Numdam | MR 245087 | Zbl 0226.60090

[13] P.-A. Meyer, Renaissance, recollements, mélanges, ralentissement de processus de Markov, Ann. Inst. Fourier, Vol. 25, 1975, pp. 465-497. | Numdam | MR 415784 | Zbl 0304.60041