Çinlar, E.; Jacod, J. Representation of semimartingale Markov processes in terms of Wiener processes and Poisson random measures. (English) Zbl 0531.60068 Stochastic processes, Semin. Evanston/Ill. 1981, Progr. Probab. Stat. 1, 159-242 (1981). MSC: 60J25 60G57 60J55 60G44 60J40 PDFBibTeX XML
Cinlar, E.; Jacod, J. Semimartingales defined on Markov processes. (English) Zbl 0469.60075 Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 13-24 (1981). MSC: 60J55 60G48 60G57 60J60 60J75 PDFBibTeX XML
Cinlar, E.; Jacod, J.; Protter, P.; Sharpe, M. J. Semimartingales and Markov processes. (English) Zbl 0443.60074 Z. Wahrscheinlichkeitstheor. Verw. Geb. 54, 161-219 (1980). MSC: 60J25 60H10 60G48 60J55 60J35 PDFBibTeX XMLCite \textit{E. Cinlar} et al., Z. Wahrscheinlichkeitstheor. Verw. Geb. 54, 161--219 (1980; Zbl 0443.60074) Full Text: DOI