Remark on Right Continuous Exponential Martingales
arXiv:2203.03628
Abstract
Using <M^c>, jump measure μand its compensator νwe characterize the event where the stochastic exponential E(M) equals to zero.
7 pages
arXiv:2203.03628
Using <M^c>, jump measure μand its compensator νwe characterize the event where the stochastic exponential E(M) equals to zero.
7 pages