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Dominating Process of a Semimartingale

Chapter
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Part of the Indian Statistical Institute Series book series (INSIS)

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.

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© Springer Nature Singapore Pte Ltd. 2018

Authors and Affiliations

  1. 1.Chennai Mathematical InstituteSiruseriIndia

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