XIII: 37, 441-442, LNM 721 (1979)
CHOU, Ching Sung
Démonstration simple d'un résultat sur le temps local (Stochastic calculus)
It follows from Ito's formula that the positive parts of those jumps of a semimartingale $X$ that originate below $0$ are summable. A direct proof is given of this fact
Comment: Though the idea is essentially correct, an embarrassing mistake is corrected as 1429
Keywords: Local times, Semimartingales, Jumps
Nature: Original
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