TL;DR
This paper derives a formula for the predictable compensator of a subordinated process, providing a theoretical foundation for understanding subordination in stochastic processes with an example application.
Contribution
It introduces a general formula for the predictable compensator of subordinated processes, advancing the theoretical understanding of subordination in stochastic calculus.
Findings
Derived the formula for the predictable compensator of subordinated processes
Provided an example demonstrating the application of the formula
Enhanced theoretical framework for subordination in stochastic processes
Abstract
We consider general subordination and obtain the formula of the subordinated predictable compensator. An example of application is given.
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