Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations

2010/10/05 by Kei Kobayashi · 11 citations
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications

paper · doi:10.1007/s10959-010-0320-9

openalex publication_date 2010/10/05 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/29

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