Journal of Mathematical Finance

Vol.6 No.3(2016), Paper ID 70237, 15 pages

DOI:10.4236/jmf.2016.63035

 

About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times

 

Leonid Galtchouk

 

International Laboratory of Statistics of Random Processes and Quantitative Financial Analysis, Tomsk State University, Tomsk, Russia

 

Copyright © 2016 Leonid Galtchouk et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Galtchouk, L. (2016) About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times. Journal of Mathematical Finance, 6, 443-456. doi: 10.4236/jmf.2016.63035.
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