Fetching the paper…
Reading the bibliography…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$.
H. G. Kellerer
1972
Earlier work this paper cites.
T. Komatsu
1973
Earlier work this paper cites.
D. W. Stroock
1975
Earlier work this paper cites.
N. El Karoui and J. LePeltier
1977
Earlier work this paper cites.
J. Jacod
1979
Earlier work this paper cites.
D. W. Stroock and S. R. S. Varadhan
1979
Earlier work this paper cites.
P. Brémaud
1981
Earlier work this paper cites.
Y. M. Kabanov, R. Liptser, and A. Shiryaev
1981
Earlier work this paper cites.
S. N. Ethier and T. G. Kurtz
1986
Cited alongside, same era.
I. Gyöngy
1986
Cited alongside, same era.
R. Mikulevičius and H. Pragarauskas
1992
Cited alongside, same era.
B. Dupire
1997
Cited alongside, same era.
D. Duffie, J. Pan, and K. Singleton
2000
Cited alongside, same era.
D. Madan and M. Yor
2002
Cited alongside, same era.
P. Carr, H. Geman, D. B. Madan, and M. Yor
2003
Cited alongside, same era.
J. Jacod and A. N. Shiryaev
2003
R. F. Bass
2004
Later among the works it cites.
K. Hamza and F. Klebaner
2006
Later among the works it cites.
R. Cont and A. Minca
2008
Later among the works it cites.
A. Figalli
2008
Later among the works it cites.
D. Baker and M. Yor
2009
Closest in time.
F. Hirsch and M. Yor
2009
Closest in time.
G. Brunick and S. Shreve
2010
Closest in time.
A. Bentata and R. Cont
2012
Closest in time.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.