JANSON, SVANTE; M'BAYE, SOKHNA; PROTTER, PHILIP - In: International Journal of Theoretical and Applied … 14 (2011) 03, pp. 335-351
We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale, strong Markov process X has a representation as a solution of a stochastic differential equation driven by a Wiener...