Measurability of semimartingale characteristics with respect to the probability law

Stochastic Processes and their Applications

Volumn 124, Issue 11, 2014, Pages 3819-3845

  Neufeld, Ariel ^a   Nutz, Marcel ^b  

^a ETH ZURICH   (Switzerland)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Doob Meyer decomposition; Semimartingale characteristics; Semimartingale property

Indexed keywords

COMPUTER SIMULATION; STATISTICS;

DOOB-MEYER DECOMPOSITION; MEASURABLE SPACE; PROBABILITY LAW; PROBABILITY MEASURES; SEMIMARTINGALES; STOCHASTIC CONTROL; WEAK FORMULATION;

STOCHASTIC SYSTEMS;

EID: 84905191737     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2014.07.006     Document Type: Article

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