On the Jumps of Time Changed Diffusions
Jan, Yves Le
Ann. Probab., Tome 9 (1981) no. 6, p. 1043-1044 / Harvested from Project Euclid
Assuming points to be polar, a time changed diffusion has zero or an infinity of jumps in any predictable set.
Publié le : 1981-12-14
Classification:  Time change,  60J55,  60J40
@article{1176994276,
     author = {Jan, Yves Le},
     title = {On the Jumps of Time Changed Diffusions},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 1043-1044},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994276}
}
Jan, Yves Le. On the Jumps of Time Changed Diffusions. Ann. Probab., Tome 9 (1981) no. 6, pp.  1043-1044. http://gdmltest.u-ga.fr/item/1176994276/