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Let D n N, r (u) be some cadlag process and J n (u) some (nice) occupation measure process with support in the cells. Assume that both r (u) and J n (u) are constant for u ∈ [(l — 1)δσ, δσ), lN.

Keywords

Quadratic Variation Jump Size Occupation Measure Stochastic Convolution Pure Jump Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

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