Measurability of semimartingale characteristics with respect to the probability law
Year of publication: |
2014
|
---|---|
Authors: | Neufeld, Ariel ; Nutz, Marcel |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 11, p. 3819-3845
|
Publisher: |
Elsevier |
Subject: | Semimartingale characteristics | Semimartingale property | Doob–Meyer decomposition |
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