Burkhardt, G.; Küchler, U. - In: Stochastic Processes and their Applications 25 (1987), pp. 237-244
Quasidiffusions (with natural scale) are semimartingales obtained as time changed Wiener processes. Examples are diffusions and birth- and death-processes. In general, quasidiffusions are not continuous but they are skip-free. In this note we determine the continuous and the purely discontinuous...