Geodesic
On a property of joint terminal distributions of locally integrable increasing processes and their compensators
Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 7-20

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In this paper we prove that a joint distribution of a locally integrable increasing process $X^{\circ}$ and its compensator $A^{\circ}$ at a terminal moment of time can be realized as a joint terminal distribution of another locally integrable increasing process $X^{\star}$ and its compensator $A^{\star}$, $A^{\star}$ being continuous.
Keywords: increasing process, compensator, Doob–Meyer decomposition.
Mots-clés : terminal joint distribution 
@article{THSP_2018_23_2_a1,
     author = {D. A. Borzykh},
     title = {On a property of joint terminal distributions of locally integrable increasing processes and their compensators},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {7--20},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a1/}
}
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D. A. Borzykh. On a property of joint terminal distributions of locally integrable increasing processes and their compensators. Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 7-20. http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a1/