Видеотека: Dmitriy Borzykh, Locally integrable increasing processes with continuous compensators

ВИДЕОТЕКА


5-ая международная конференция по стохастическим методам 2020 26 ноября 2020 г. 16:50, г. Москва, онлайн

Locally integrable increasing processes with continuous compensators Dmitriy Borzykh
Аннотация: We prove that a joint distribution of a locally integrable increasing process $X^{\circ}$ and its compensator $A^{\circ}$ at a terminal moment of time can be realized as a joint terminal distribution of another locally integrable increasing process $X^{\star}$ and its compensator $A^{\star}$, $A^{\star}$ being continuous.