{
  "id": "1008.2279",
  "version": "v2",
  "published": "2010-08-13T10:05:30.000Z",
  "updated": "2012-05-04T07:56:59.000Z",
  "title": "On the Semimartingale Nature of Feller Processes with Killing",
  "authors": [
    "Alexander Schnurr"
  ],
  "journal": "Stoch. Proc. Appl. 122 (2012), 2758-2780",
  "categories": [
    "math.PR"
  ],
  "abstract": "Let U be an open set in R^d. We show that under a mild assumption on the richness of the generator a Feller process in U with (predictable) killing is a semimartingale. To this end we generalize the notion of semimartingales in a natural way to those 'with killing'. Furthermore we calculate the semimartingale characteristics of the Feller process explicitly and analyze their connections to the symbol. Finally we derive a probabilistic formula to calculate the symbol of the process directly.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-05-04T07:56:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J75",
      "60J25",
      "60H05",
      "47G30",
      "60G51"
    ],
    "keywords": [
      "feller processes",
      "semimartingale nature",
      "open set",
      "mild assumption",
      "natural way"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1008.2279S"
    }
  }
}