Karandikar, Rajeeva L. - In: Stochastic Processes and their Applications 57 (1995) 1, pp. 11-18
In this article, we construct a mapping : D[0, [infinity])xD[0,[infinity])--D[0,[infinity]) such that if (Xt) is a semimartingale on a probability space ([Omega], , P) with respect to a filtration (t) and if (ft) is an r.c.l.l. (t) adapted process, then This is of significance when using...