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XIII: 41, 478-487, LNM 721 (1979)
MEYER, Paul-André; STRICKER, Christophe; YOR, Marc
Sur une formule de la théorie du balayage (General theory of processes)
For the notation, see the review of 1340. It is shown here that under the same hypotheses, the semimartingale $Z_{g_t}X_t$ is a sum of three terms: the stochastic integral $\int_0^t \zeta_s dX_s$, where $\zeta$ is the previsible projection of $Z$, an explicit sum of jumps involving $Z-\zeta$, and a mysterious continuous process with finite variation $(R_t)$ such that $dR_t$ is carried by $H$, equal to $0$ if $Z$ was optional
Comment: See 1351, 1357
Keywords: Balayage, Balayage formula
Nature: Original
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