A Classification of Deterministic Hunt Processes with Some Applications
Probability
2013-01-08 v2
Abstract
Deterministic processes form an important building block of several classes of processes. We provide a method to classify deterministic Hunt processes. Within this framework we characterize different subclasses (e.g. Feller) and construct some (counter-)examples. In particular the existence of a Hunt semimartingale (on R) which is not an It\^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980) is proven.
Cite
@article{arxiv.1005.2036,
title = {A Classification of Deterministic Hunt Processes with Some Applications},
author = {Alexander Schnurr},
journal= {arXiv preprint arXiv:1005.2036},
year = {2013}
}
Comments
18 pages, 9 figures