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Chapter 8: Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes
https://doi.org/10.1142/9789814678599_0008Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Some General Facts about Change of Time for Semimartingale Models
Change of Time in Brownian Motion. Different Formulations
Change of Time Given by Subordinators. I. Some Examples
Change of Time Given by Subordinators. II. Structure of the Triplets of Predictable Characteristics
