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Semimartingales and Markov processes. (English) Zbl 0443.60074


MSC:

60J25 Continuous-time Markov processes on general state spaces
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48 Generalizations of martingales
60J55 Local time and additive functionals
60J35 Transition functions, generators and resolvents
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