On Jump Measures of Optional Processes with Regulated Trajectories
arXiv:1508.01973
Abstract
Starting from an iterative and hence numerically easily implementable representation of the thin set of jumps of a càdlàg adapted stochastic process (including a few applications to the integration with respect to the jump measure of ), we develop similar representation techniques to describe the set of jumps of optional processes with regulated trajectories and introduce their induced jump measures with a view towards the framework of enlarged filtration in financial mathematics.
arXiv admin note: text overlap with arXiv:math/0609395