Stochastic integration of processes with finite generalized variations. I

DOI10.1214/AOP/1176988282zbMATH Open0830.60047OpenAlexW1980679343MaRDI QIDQ1897154FDOQ1897154

Authors: Nasser Towghi 

Publication date: 28 January 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1176988282

Recommendations

• \(p\)-variation and integration of sample functions of stochastic processes
• scientific article; zbMATH DE number 1256059
• Intégrale stochastique des processus abstraits à semi-variation finie
• Intégrale stochastique des processus à deux indices
• Stochastic integration for abstract, two parameter stochastic processes. I: Stochastic processes with finite semivariation in Banach spaces

zbMATH Keywords

stochastic integralbimeasuresgeneralized variationsDoléans function

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (5)

• Variations of Fréchet measures of \(p\)-stable motions
• \(p\)-variation and integration of sample functions of stochastic processes
• Title not available (Why is that?)
• Elements of stochastic analysis for the case of Grassmann variables. I: Grassmann stochastic integrals and random processes
• Title not available (Why is that?)

This page was built for publication: Stochastic integration of processes with finite generalized variations. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1897154)