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. 
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     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/}
}
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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/

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