Abstract
Let X be a cadlag Markov process with separable metric state space S, governed by semigroup of transition kernels (Nt)t≥0. Let f be a bounded, non-negative, continuous function on S2, vanishing in a uniform neighbourhood of the diagonal. Define and suppose that sup{|Jtf(x)|: t>0, x εS}<∞ and that exists for each xεS. Then du for each t≥0 and each xεS.
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© 1986 Springer-Verlag
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Kisyński, J. (1986). On jumps of paths of Markov processes. In: Heyer, H. (eds) Probability Measures on Groups VIII. Lecture Notes in Mathematics, vol 1210. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077179
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DOI: https://doi.org/10.1007/BFb0077179
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