scientific article; zbMATH DE number 4137120

MaRDI QIDQ3469975zbMATH OpenFDO

Authors Luca Pratelli

Publication date 1989

zbMATH Keywords

predictable processsemimartingalesstochastic integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

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• Measurability of semimartingale characteristics with respect to the probability law
• On one-dimensional stochastic differential equations driven by stable processes
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• When is a stochastic integral a time change of a diffusion?
• A note on the invariance under change of measure for stochastic test functions and distribution spaces

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