Pathwise stochastic integration and applications to the theory of continuous trading (Q912481)

For a d-dimensional continuous martingale defined on a finite time interval having the predictable representation property (also known as ``completeness''), the authors express its stochastic integral of a predictable process as an a.s. limit of discrete martingale transforms. This result is then used to help to justify the continuous time theory of securities trading in stochastic finance theory.