On a Class of Generalized Integrands

DOI10.1080/07362990701567272MaRDI QIDQ5430130zbMATH OpenOpenAlexFDO

Authors Marzia De Donno

Publication date 12 December 2007

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990701567272

zbMATH Keywords

convergence of semimartingalesgeneralized integrandsinfinite dimensional stochastic integrationmeasure-valued integrandsreproducing kernel Hilbert spaces

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites work

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Cited in

(14)

• On integrability of generalized Veronese curves of distributions
• Integrable renormalization. II: The general case
• BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets
• On the general position property of simple Bott integrals
• scientific article; zbMATH DE number 3863516 (Why is no real title available?)
• scientific article; zbMATH DE number 6514573 (Why is no real title available?)
• scientific article; zbMATH DE number 4010839 (Why is no real title available?)
• scientific article; zbMATH DE number 26586 (Why is no real title available?)
• scientific article; zbMATH DE number 1293649 (Why is no real title available?)
• scientific article; zbMATH DE number 7155972 (Why is no real title available?)
• \(\lambda\)-generalized Sugeno integral and its application
• Stochastic integration with respect to a sequence of semimartingales
• On a new generalization of decomposition integrals
• Generalized qualitative Sugeno integrals

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