Locally Feller processes and martingale local problems

M Gradinaru, T Haugomat - Stochastic Processes and their Applications, 2021 - Elsevier
This paper is devoted to the study of a certain type of martingale problems associated to
general operators corresponding to processes which have finite lifetime. We analyse several …

Local Skorokhod topology on the space of cadlag processes

M Gradinaru, T Haugomat - arXiv preprint arXiv:1706.03669, 2017 - arxiv.org
We modify the global Skorokhod topology, on the space of cadlag paths, by localising with
respect to space variable, in order to include the eventual explosions. The tightness of …

[PDF][PDF] Tristan Haugomat

P à l'IRMAR - 2018 - perso.univ-rennes1.fr
In this PhD thesis, we give a space localisation for the theory of Feller processes. A first
objective is to obtain simple and precise results on the convergence of Markov processes. A …

Localisation en espace de la propriété de Feller avec application aux processus de type Lévy

T Haugomat - 2018 - hal.science
Dans cette thèse, nous donnons une localisation en espace de la théorie des processus de
Feller. Un premier objectif est d'obtenir des résultats simples et précis sur la convergence de …