Lasota, Andrzej; Traple, Janusz - In: Stochastic Processes and their Applications 106 (2003) 1, pp. 81-93
A Poisson driven stochastic differential equation generates a semigroup of operators (Pt)t[greater-or-equal, slanted]0 describing the evolution of measures along trajectories and a Markov operator P corresponding to the change of measures from a jump to jump. We show that the semigroup...