Stochastic integrators

DOI10.1090/S0273-0979-1979-14655-XMaRDI QIDQ3206069zbMATH OpenOpenAlexFDO

Authors Klaus Bichteler

Publication date 1979

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0273-0979-1979-14655-x

zbMATH Keywords

stochastic integralsemi martingal

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3437855 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• scientific article; zbMATH DE number 3400258 (Why is no real title available?)
• Markov solutions of stochastic differential equations
• On subspaces of L\(^p\)
• Stochastic integration and \(L^ p-\)theory of semimartingales

Cited in

(7)

• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• One modification of the martingale transform and its applications to paraproducts and stochastic integrals
• Properly discounted asset prices are semimartingales
• Riemann-integration and a new proof of the Bichteler-Dellacherie theorem
• Forward-convex convergence in probability of sequences of nonnegative random variables
• Stochastic integrators with stationary independent increments
• A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage

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