The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512)
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scientific article; zbMATH DE number 7128521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator |
scientific article; zbMATH DE number 7128521 |
Statements
The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (English)
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12 November 2019
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increasing process
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time-change
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comonotonicity
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compensator
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nonnegative submartingale
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Doob-Meyer decomposition
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