Some remarks on the martingales satisfying the structure equation $ [X,X] t =t+ ∫ 0 t β X s − d X s $ $[X,X]_t = t + \int^t_0\beta X_{s^-} dX_s$
2001 ◽
pp. 87-97
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2018 ◽
Vol 06
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pp. 42-45
2021 ◽
Vol 692
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pp. 042024
2011 ◽
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pp. GRSB.S7569
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2019 ◽
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