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The fourth characteristic of a semimartingale

Schnurr, A

Schnurr, A (corresponding author), Univ Siegen, Dept Math, Walter Flex St 3, D-57068 Siegen, Germany.

BERNOULLI, 2020; 26 (1): 642

Abstract

We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R-d. In parti......

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