Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012)
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scientific article; zbMATH DE number 7697553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified calculus for semimartingales: multiplicative compensators and changes of measure |
scientific article; zbMATH DE number 7697553 |
Statements
Simplified calculus for semimartingales: multiplicative compensators and changes of measure (English)
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19 June 2023
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Girsanov
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Lévy-Khintchin
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Mellin transform
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predictable compensator
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process with independent increments
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semimartingale representation
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