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A classification of deterministic Hunt processes with some applications
 Markov Process. Related Fields 17 259–276. MR2856243 24 A. Schnurr
, 2011
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Absolutely Continuous Compensators
, 2010
"... We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale, strong Markov process X has a representation as a solution of a stochastic differential equation driven by a Wiener pro ..."
Abstract

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We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale, strong Markov process X has a representation as a solution of a stochastic differential equation driven by a Wiener process, Lebesgue measure, and a Poisson random measure, then all compensators of totally inaccessible stopping times are absolutely continuous with respect to the minimal filtration generated by X. However Çinlar and Jacod have shown that all semimartingale strong Markov processes, up to a change of time and slightly of space, have such a representation. 1
On Deterministic Markov Processes: Expandability and Related Topics
, 2012
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COGARCH: Symbol, generator and characteristics
 In Proceedings of the 8th Congress of the ISAAC. Singapore: World Scientific. Received
, 2011
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