A comparison of stochastic integrals

DOI10.1214/AOP/1176995088zbMATH Open0404.60062OpenAlexW2092260501MaRDI QIDQ1256804FDOQ1256804

Authors: Philip Protter 

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995088

zbMATH Keywords

Stochastic IntegralsSemimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited In (13)

• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Forward and backward semimartingale models for gaussian processes with stationary increments
• On Volterra equations driven by semimartingales
• The Riemann approach to stochastic integration using non-uniform meshes
• The Kurzweil-Henstock theory of stochastic integration.
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• Elementary processes for Itô integral against cylindrical Wiener process
• On Henstock method to Stratonovich integral with respect to continuous semimartingale
• The Non-uniform Riemann Approach to Anticipating Stochastic Integrals
• ? p stability of solutions of stochastic differential equations
• ? p stability of solutions of stochastic differential equations
• A representation free quantum stochastic calculus
• Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model

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