加载中…
2023-03-20
An anticipating tangent to a semimartingale
Ali Süleyman Üstünel
文献摘要
We construct a perturbation of identity type mapping on an abstract Wiener space where the Cameron-Martin space has an orthonormal basis indexed by the jumps a one dimensional semimartingale. We then derive a change of variables formula and a degree type result for this map.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本