The Predictable Dual Brojection of Jump Measure

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The Predictable Dual Brojection of Jump Measure
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Abstract:

In this paper it is proved that the π is the predictable dual projection of jump measure ν and is the martingale character of m, where ν= m+ π is DoobMeyer decomposition of ν.

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JIN Zhiming. The Predictable Dual Brojection of Jump Measure[J]. Journal of National University of Defense Technology,2000,22(2):110-114.

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Received:August 03,1999
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Online: November 18,2013
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