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An Increasing Diffusion

  • Thomas S. Salisbury
Part of the Progress in Probability and Statistics book series (PRPR, volume 9)

Abstract

In [2], E. Çinlar and J. Jacod consider, among other things, the problem of whether every continuous strong Markov process of bounded variation is deterministic (a problem apparently also posed by S. Orey). They show that this question is equivalent to that of whether every strong Markov process satisfying an ODE X t = F(Xt) is deterministic. At the time of writing [2], they thought they had a proof that this was indeed the case. They later found an error in this proof, but subsequently established the result in the case that (Xt) is one-dimensional. More formally, they can show the following.

Keywords

Brownian Motion Bounded Variation Monotone Convergence Unit Slope Cantelli Lemma 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    R.M. Blumenthal and R.K. Getoor. Markov Processes and Potential Theory. Academic Press, New York, 1968.MATHGoogle Scholar
  2. 2.
    E. Çinlar and J.Jacod. Representations of semi martingale Markov processes in terms of Wiener processes and Poisson random measures. Seminar on Stochastic Processes 1981, pp. 159–242. Birkhäuser, Boston, 1981.Google Scholar

Copyright information

© Birkhäuser Boston, Inc. 1986

Authors and Affiliations

  • Thomas S. Salisbury
    • 1
  1. 1.Department of MathematicsYork UniversityDownsviewCanada

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