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Semimartingales defined on markov processes

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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 36))

Research supported by the Air Force Office of Scientific Research through their Grant No. AFOSR-80-0252.

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Authors and Affiliations

  1. Northwestern University, 60201, Evanston, Illinois, U.S.A.

    E. Cinlar

  2. Université de Rennes, Beaulier, 35042, Rennes Cedex, France

    J. Jacod

Authors
  1. E. Cinlar
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  2. J. Jacod
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Editor information

M. Arató D. Vermes A. V. Balakrishnan

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© 1981 Springer-Verlag

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Cinlar, E., Jacod, J. (1981). Semimartingales defined on markov processes. In: Arató, M., Vermes, D., Balakrishnan, A.V. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006403

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  • DOI: https://doi.org/10.1007/BFb0006403

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11038-5

  • Online ISBN: 978-3-540-38564-6

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