The semimartingale decomposition of one-dimensional quasidiffusions with natural scale

AbstractQuasidiffusions (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 martingale part of all such quasidiffusions