Probability Seminar - Alexander Schnurr

Institution: University of Siegen
Title: On the missing semimartingale characteristic
Date: February 15, 2018
Location: C405 Wells Hall
Time: 3:00 PM - 3:50 PM

Abstract:
Over the last 30 years three characteristics for semimartingales have been considered. However, there is a natural fourth characteristic which is linked to the killing of processes. This fourth characteristic is introduced and analyzed.