> isn't the answer just the normal Ito formula, plus a term for the jumps? > Am I missing something here (almost certainly) > > best > dd
Yes it is but that term is not a differential term in general. It is a summation of all past jumps. There is a way to convert it into a differential term under certain conditions and I am after that. Thanks by the way, the link you sent was very useful. Best, Sabri _______________________________________________ pen-l mailing list [email protected] https://lists.csuchico.edu/mailman/listinfo/pen-l
