Fonctions convexes et semimartingales
作者:
R. Aboulaïch,
C. Stricker,
期刊:
Stochastics
(Taylor Available online 1983)
卷期:
Volume 8,
issue 4
页码: 291-296
ISSN:0090-9491
年代: 1983
DOI:10.1080/17442508308833243
出版商: Gordon and Breach Science Publishers Inc
数据来源: Taylor
摘要:
If ƒ is the difference of two convex functions onRnandXis a semimartingale, then ƒ(X) is also a semimartingale. We study the converse in this paper.
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