Neufeld, Ariel; Nutz, Marcel - In: Stochastic Processes and their Applications 124 (2014) 11, pp. 3819-3845
Given a càdlàg process X on a filtered measurable space, we construct a version of its semimartingale characteristics … the probability law P, and are versions of the semimartingale characteristics of X under P for each P∈Psem. This result …