Simplified stochastic calculus via semimartingale representations
نویسندگان
چکیده
We develop a stochastic calculus that makes it easy to capture variety of predictable transformations semimartingales such as changes variables, integrals, and their compositions. The framework offers unified treatment real-valued complex-valued semimartingales. proposed is blueprint for the derivation new relationships among processes with specific examples provided below.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/21-ejp729