Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands

DOI10.1007/978-3-642-15217-7_18zbMath1225.60073OpenAlexW2128453590MaRDI QIDQ3086810

Christoph Czichowsky, Martin Schweizer

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15217-7_18

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Generalizations of martingales (60G48) General theory of stochastic processes (60G07) Financial applications of other theories (91G80) Stochastic integrals (60H05)

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