Abstract
Assuming points to be polar, a time changed diffusion has zero or an infinity of jumps in any predictable set.
Citation
Yves Le Jan. "On the Jumps of Time Changed Diffusions." Ann. Probab. 9 (6) 1043 - 1044, December, 1981. https://doi.org/10.1214/aop/1176994276
Information
Published: December, 1981
First available in Project Euclid: 19 April 2007
zbMATH: 0483.60073
MathSciNet: MR632978
Digital Object Identifier: 10.1214/aop/1176994276
Subjects:
Primary:
60J55
Secondary:
60J40
Keywords:
Time change
Rights: Copyright © 1981 Institute of Mathematical Statistics
