An ideal class to construct solutions for skew Brownian motion equations

This paper contributes to the study of stochastic processes of the class $(\mathrm{\Sigma })$. First, we extend the notion of the above-mentioned class to c`adl`ag semi-martingales, whose finite variational part is considered c`adl`ag instead of continuous. Thus, we present some properties and propose a method to characterize such stochastic processes. Second, we investigate continuous processes of the class $(\mathrm{\Sigma })$. More precisely, we derive a series of new characterization results. In addition, we construct solutions for skew Brownian motion equations using continuous stochastic processes of the class $(\mathrm{\Sigma })$.