Relations between triplets of local characteristics of semimartingales

DOI10.1070/RM1984V039N04ABEH004057zbMath0571.60064MaRDI QIDQ3687449

Eh. I. Kolomiets

Publication date: 1984

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

semimartingalelocal characteristicscompensatorsabsolutely continuous change of measure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Continuity and singularity of induced measures (60G30)

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