Subordination of Predictable Compensators
Probability
2015-10-19 v3
Authors:
Henry Chiu
Abstract
We consider general subordination and obtain the formula of the subordinated predictable compensator. An example of application is given.
Cite
@article{arxiv.1411.7547,
title = {Subordination of Predictable Compensators},
author = {Henry Chiu},
journal= {arXiv preprint arXiv:1411.7547},
year = {2015}
}
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