The paper proves a fully general existence theorem for Markovian projections of Itô semimartingales with jumps, including projections that match the marginals of updating functionals of the process.
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Markovian projections for functionals of It\^o semimartingales with jumps
The paper proves a fully general existence theorem for Markovian projections of Itô semimartingales with jumps, including projections that match the marginals of updating functionals of the process.