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Showing 1 to 1 of 1 for “"Feller semigroup"”.
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The Symbol of a Markov Semimartingale
We prove that every (nice) Feller process is an It^o process in the sense of Cinlar, Jacod, Protter and Sharpe (1980). Next we generalize the notion of the symbol and define it for this larger class of processes. As examples the solutions of stochastic differential equations are considered. The …