Stochastic integration on partially ordered sets (Q1068449): Difference between revisions
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Revision as of 03:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integration on partially ordered sets |
scientific article |
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Stochastic integration on partially ordered sets (English)
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1985
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A construction of a stochastic integral with respect to processes with a fairly general partially ordered index set is given. This integral is finitely additive and continuous with respect to bounded convergence of integrands. The Gaussian and martingale cases are specially considered.
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partially ordered index set
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Gaussian and martingale cases
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