弱狄利克特过程的特征和伊托公式:等价结果

Elena Bandini, Francesco Russo
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摘要

主要目的在于概括J. Jacod和A. Shiryaev的一个著名的Itô公式:给定一个càdlàg过程S,在S是一个半马尔廷格(semimartingale)与...
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Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
The main objective consists in generalizing a well-known Itô formula of J. Jacod and A. Shiryaev: given a càdlàg process S, there is an equivalence between the fact that S is a semimartingale with ...
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