Stochastic Integration with Respect to Semimartingale Random Measures

DOI10.1137/1134093MaRDI QIDQ3486596zbMATHOpenAlexFDO

Authors V. A. Lebedev

Publication date 1989

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1134093

zbMATH Keywords

random measuresstochastic integration

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random measures (60G57) Stochastic integrals (60H05)

Cited in

(10)

• scientific article; zbMATH DE number 15543 (Why is no real title available?)
• scientific article; zbMATH DE number 69202 (Why is no real title available?)
• About stochastic integrals with respect to processes which are not semi- martingales
• scientific article; zbMATH DE number 719540 (Why is no real title available?)
• Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics
• scientific article; zbMATH DE number 2169686 (Why is no real title available?)
• Stochastic integral equations for Walsh semimartingales
• Applications of integration by parts formula for infinite-dimensional semimartingales
• scientific article; zbMATH DE number 202496 (Why is no real title available?)
• scientific article; zbMATH DE number 6108120 (Why is no real title available?)

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