I'm recently reading Limit Theorems for Stochastic Processes. A question came to my mind when going through the theory of Characteristics of Semimartingales in Ch. 2. How to figure out the characteristics for a general stochastic integral? To be specific,
Let $X$ be a $d$-dimensional semimartingale, with characteristics $(B,C,\nu)$ relative to a truncation function $h$, $H$ be a locally bounded predictable processes. Then it's well-known that, the stochastic integral $H\cdot X=\int_0^\cdot H_s dX_s$ is a semimartingale. The question is, what the characteristics of $H\cdot X$ look like?
I cannot find it out within this book. Could anyone give some reference or comments? Appreciate!