Simplified stochastic calculus via semimartingale representations

@article{vCerny2020SimplifiedSC,
  title={Simplified stochastic calculus via semimartingale representations},
  author={Alevs vCern'y and J. Ruf},
  journal={arXiv: Probability},
  year={2020}
}
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment of real-valued and complex-valued semimartingales. The proposed calculus is a blueprint for the derivation of new relationships among stochastic processes with specific examples provided below. 
3 Citations
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure
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Pure-jump semimartingales
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