Timeline for The jump and the left martingale of semimartingale
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 25, 2014 at 20:13 | comment | added | Hengyu Zhou | I got this. In the case of Levy process it is true. More generally, this conclusion is ture for additive process. We only need the increment $X_{t}-X_{s}$ is independent of $X_{s}$. | |
| Feb 25, 2014 at 2:30 | comment | added | Bjørn Kjos-Hanssen | Levy processes would be different | |
| Feb 25, 2014 at 2:04 | vote | accept | Hengyu Zhou | ||
| Feb 25, 2014 at 1:10 | history | answered | Bjørn Kjos-Hanssen | CC BY-SA 3.0 |