论文标题
通过半明星表示的简化随机演算
Simplified stochastic calculus via semimartingale representations
论文作者
论文摘要
我们开发了一种随机演算，使捕获半偏虫的各种可预测的转换变得容易，例如变量，随机积分及其组成的变化。该框架提供了对实价和复杂值的半明天的统一处理。所提出的演算是在随机过程之间推导新关系的蓝图，其中提供了以下特定示例。
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment of real-valued and complex-valued semimartingales. The proposed calculus is a blueprint for the derivation of new relationships among stochastic processes with specific examples provided below.
