• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Book chapter

Locally integrable increasing processes with continuous compensators

P. 43-47.

We prove that a joint distribution of a locally integrable increasing process X◦ and its compensator
A◦ at a terminal moment of time can be realized as a joint terminal distribution of another locally
integrable increasing process X* and its compensator A*, A* being continuous.