Subordination of Predictable Compensators (Q3459227)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subordination of Predictable Compensators |
scientific article |
Statements
Subordination of Predictable Compensators (English)
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21 December 2015
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subordination
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general time changes
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predictable compensators
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random measures
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pure jump processes
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random filtrations
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skew Brownian motion
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generic stochastic volatility
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