Pure jump increasing processes and the change of variables formula

DOI10.1214/ECP.v18-2700zbMath1306.60120arXiv1303.6452OpenAlexW2086838345MaRDI QIDQ743007

Jean Bertoin, Marc Yor

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6452

zbMATH Keywords

subordinatorchange of variablesincreasing processpure jump processextended infinitesimal generator

Mathematics Subject Classification ID

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