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Dominating Process of a Semimartingale

Authors :
Rajeeva L. Karandikar
B. V. Rao
Source :
Indian Statistical Institute Series ISBN: 9789811083174
Publication Year :
2018
Publisher :
Springer Singapore, 2018.

Abstract

In Chap. 7, we saw that using random time change, any continuous semimartingale can be transformed into a amenable semimartingale, and then one can have a growth estimate on the stochastic integral similar to the one satisfied by integrals w.r.t. Brownian motion.

Details

ISBN :
978-981-10-8317-4
ISBNs :
9789811083174
Database :
OpenAIRE
Journal :
Indian Statistical Institute Series ISBN: 9789811083174
Accession number :
edsair.doi...........e796b1d072cd4a4c695f3f5aef01cc58