Stochastic integration on partially ordered sets (Q1068449)
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scientific article; zbMATH DE number 3932130
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| English | Stochastic integration on partially ordered sets |
scientific article; zbMATH DE number 3932130 |
Statements
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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0.811941385269165
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0.782695472240448
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0.7798406481742859
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0.7726776003837585
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