Remarks on the stochastic integral

DOI10.1007/s13226-017-0241-8zbMath1388.60094OpenAlexW2782244069MaRDI QIDQ1745665

Rajeeva L. Karandikar

Publication date: 18 April 2018

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-017-0241-8

zbMATH Keywords

martingalessemimartingalesstochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

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• Calcul stochastique et problèmes de martingales
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• A measurable selection theorem for compact-valued maps
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• On quadratic variation of martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales]
• [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]

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