Compactness criterion for semimartingale laws and semimartingale optimal transport
We provide a compactness criterion for the set of laws $ \mathfrak{P}^{ac}_{sem}(\Theta )$ on the Skorokhod space for which the canonical process $ X$ is a semimartingale having absolutely continuous characteristics with differential characteristics taking values in some given set $ \Theta $ of Lévy...
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Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
2021
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/149289 |
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Institution: | Nanyang Technological University |
Language: | English |