Stochastic integrators

DOI10.1090/S0273-0979-1979-14655-XzbMATH Open0416.60066OpenAlexW4253965125MaRDI QIDQ3206069FDOQ3206069

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Title not available (Why is that?)
• On subspaces of L\(^p\)
• Markov solutions of stochastic differential equations

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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