Jumping Markov Processes
Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 1, pp. 11-67.
@article{AIHPB_1996__32_1_11_0,
     author = {Jacod, J. and Skorokhod, A. V.},
     title = {Jumping {Markov} {Processes}},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {11--67},
     publisher = {Gauthier-Villars},
     volume = {32},
     number = {1},
     year = {1996},
     mrnumber = {1373726},
     zbl = {0841.60066},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1996__32_1_11_0/}
}
TY  - JOUR
AU  - Jacod, J.
AU  - Skorokhod, A. V.
TI  - Jumping Markov Processes
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1996
SP  - 11
EP  - 67
VL  - 32
IS  - 1
PB  - Gauthier-Villars
UR  - http://www.numdam.org/item/AIHPB_1996__32_1_11_0/
LA  - en
ID  - AIHPB_1996__32_1_11_0
ER  - 
%0 Journal Article
%A Jacod, J.
%A Skorokhod, A. V.
%T Jumping Markov Processes
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1996
%P 11-67
%V 32
%N 1
%I Gauthier-Villars
%U http://www.numdam.org/item/AIHPB_1996__32_1_11_0/
%G en
%F 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) no. 1, pp. 11-67. http://www.numdam.org/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 | Zbl

[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 | Zbl

[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 | Zbl

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

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

[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 | Zbl

[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 | Zbl

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

[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. | EuDML | Numdam | MR | Zbl

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

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

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