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Dominating Process of a Semimartingale
- 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