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We study existence of probability measure valued jump-diffusions described by martingale problems.
A limit theorem of branching processes and continuous state branching processes
S. Watanabe · 1968
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D. W. Stroock and S. R. S. Varadhan · 1972
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The critical measure diffusion process
D. Dawson · 1977
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T. Kailath, A. Segall, and M. Zakai · 1978
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