Characterization of a new class of stochastic processes including all known extensions of the class \((\Sigma)\)
This paper contributes to the study of class \((\Sigma^{r})\) as well as the càdlàg semi-martingales of class \((\Sigma)\), whose finite variational part is càdlàg instead of continuous. The two above-mentioned classes of stochastic processes are extensions of the family of càdlàg semi-martingales o...
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Published in | arXiv.org |
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Main Authors | , , |
Format | Paper |
Language | English |
Published |
Ithaca
Cornell University Library, arXiv.org
26.08.2021
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Subjects | |
Online Access | Get full text |
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