XIV: 26, 223-226, LNM 784 (1980)
YAN, Jia-An
Remarques sur certaines classes de semimartingales et sur les intégrales stochastiques optionnelles (Stochastic calculus)
A class of semimartingales containing the special ones is introduced, which can be intrinsically decomposed into a continuous and a purely discontinuous part. These semimartingales have ``not too large totally inaccessible jumps''. In the second part of the paper, a non-compensated optional stochastic integral is defined, improving the results of Yor 1335
Keywords: Semimartingales, Optional stochastic integrals
Nature: Original
Retrieve article from Numdam

---