Measurability of semimartingale characteristics with respect to the probability law
- Journal Article
Journal / seriesStochastic Processes and their Applications
Pages / Article No.
SubjectSemimartingale characteristics; Semimartingale property; Doob-Meyer decomposition
Organisational unit03658 - Schweizer, Martin / Schweizer, Martin
NotesReceived 23 January 2014, Received in revised form 8 June 2014, Accepted 1 July 2014, Available online 9 July 2014.
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