Relations between triplets of local characteristics of semimartingales (Q3687449)
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scientific article; zbMATH DE number 3911419
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| default for all languages | No label defined |
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| English | Relations between triplets of local characteristics of semimartingales |
scientific article; zbMATH DE number 3911419 |
Statements
Relations between triplets of local characteristics of semimartingales (English)
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1984
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local characteristics
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semimartingale
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absolutely continuous change of measure
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compensators
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0.8965516
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0.8718262
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0.8707961
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