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dc.contributor.author
Neufeld, Ariel
dc.contributor.author
Nutz, Marcel
dc.date.accessioned
2017-06-11T12:50:38Z
dc.date.available
2017-06-11T12:50:38Z
dc.date.issued
2014-11
dc.identifier.other
10.1016/j.spa.2014.07.006
dc.identifier.uri
http://hdl.handle.net/20.500.11850/90316
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Semimartingale characteristics
dc.subject
Semimartingale property
dc.subject
Doob-Meyer decomposition
dc.title
Measurability of semimartingale characteristics with respect to the probability law
dc.type
Journal Article
ethz.journal.title
Stochastic Processes and their Applications
ethz.journal.volume
124
ethz.journal.issue
11
ethz.journal.abbreviated
Stoch. process. their appl.
ethz.pages.start
3819
ethz.pages.end
3845
ethz.notes
Received 23 January 2014, Received in revised form 8 June 2014, Accepted 1 July 2014, Available online 9 July 2014.
ethz.identifier.wos
ethz.identifier.nebis
000025024
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-11T12:50:45Z
ethz.source
ECIT
ethz.identifier.importid
imp5936526031e3733147
ethz.ecitpid
pub:142144
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T15:07:13Z
ethz.rosetta.lastUpdated
2018-11-02T16:10:47Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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