Construction of semimartingales from pieces by the method of excursion point processes
Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987) no. S2, pp. 297-320.
@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},
     pages = {297--320},
     publisher = {Gauthier-Villars},
     volume = {23},
     number = {S2},
     year = {1987},
     mrnumber = {898498},
     zbl = {0622.60050},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1987__23_S2_297_0/}
}
TY  - JOUR
AU  - Watanabe, Shinzo
TI  - Construction of semimartingales from pieces by the method of excursion point processes
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1987
SP  - 297
EP  - 320
VL  - 23
IS  - S2
PB  - Gauthier-Villars
UR  - http://www.numdam.org/item/AIHPB_1987__23_S2_297_0/
LA  - en
ID  - AIHPB_1987__23_S2_297_0
ER  - 
%0 Journal Article
%A Watanabe, Shinzo
%T Construction of semimartingales from pieces by the method of excursion point processes
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1987
%P 297-320
%V 23
%N S2
%I Gauthier-Villars
%U http://www.numdam.org/item/AIHPB_1987__23_S2_297_0/
%G en
%F 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) no. S2, pp. 297-320. http://www.numdam.org/item/AIHPB_1987__23_S2_297_0/

[1] C. Dellacherie, Capacités et processus stochastiques, Springer, 1972. | MR | Zbl

[2] C. Dellacherie and P. Meyer, Probabilities and Potential, North-Holland, 1978. | MR | Zbl

[3] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, 1981. | MR | Zbl

[4] K. Itô, Stochastic Processes, Lecture Notes Series, No. 16, Aarhus Univ., 1969. | MR | Zbl

[5] K. Itô, Kakuritsuron, Vol. III, Kiso Sūgaku Köza, Iwanami, 1978 (Japanese).

[6] K. Itô, Poisson Point Processes Attached to Markov Processes, Proc. Sixth Berkeley Sump. III, Univ. California Press, 1972, pp. 225-239. | MR | Zbl

[7] K. Itô and H.P. Mckean Jr., Diffusion Processes and Their Sample Paths, Springer, 1965. | Zbl

[8] P. Lévy, Théorie de l'addition des variables aléatoires, Gauthier-Villars, 1937. | JFM | Zbl

[9] P. Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars, 1948. | MR | Zbl

[10] B. Maissonneuve, Exit Systems, Ann. Probab., Vol. 3, 1975, pp. 399-411. | MR | Zbl

[11] S. Takanobu and S. Watanabe, On the Existence and Uniqueness of Diffusion Processes with Wentzell's Boundary Conditions, Jour. Math. Kyoto Univ. (to appear). | Zbl

[12] S. Watanabe, 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

[13] S. Watanabe, Excursion Point Processes and Diffusions, Proc. I.C.M. Warsaw, P.W.N.- Polish Scientific Publishers, 1984, pp. 255-271. | MR | Zbl

[14] D. Williams, Diffusions, Markov Processes and Martingales, Vol. 1, Foundations, John Wiley and Sons, 1979. | MR | Zbl