Alexander Schnurr
(University of Dortmund)
Thiele Seminar
Thursday, 24 March, 2011, at 13:15-14:00, in Koll. D (
1531-211)
Deterministic processes form an important building block for several classes of stochastic processes. We provide a method to classify deterministic Hunt processes on the real line. Within this framework we construct several nice (counter-)examples. In particular we consider a process which is a Hunt semimartingale without being an Itô process in the sense of Cinlar, Jacod, Protter and Sharpe.
Contact person: Almut Veraart