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dc.date.accessioned2013-11-21T11:55:41Z
dc.date.available2013-11-21T11:55:41Z
dc.date.issued2009en_US
dc.date.submitted2009-10-27en_US
dc.identifier.urihttp://hdl.handle.net/10852/10463
dc.description.abstractIn this paper we introduce Skorohod-semimartingales as an expanded concept of classical semimartingales in the setting of Lévy processes. We show under mild conditions that Skorohod-semimartingales similarly to semimartingales admit a unique decomposition.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.titleUniqueness of Decompositions of Skorohod-Semimartingalesen_US
dc.typeResearch reporten_US
dc.date.updated2013-11-15en_US
dc.creator.authorDi Nunno, Giuliaen_US
dc.creator.authorØksendal, Bernten_US
dc.creator.authorProske, Franken_US
dc.creator.authorMenoukeu Pamen, Olivieren_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23365en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo96102en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10463/1/pm10-09.pdf


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