Integration with respect to Brownian-like processes

zbMATH Open1192.60077MaRDI QIDQ3580441FDOQ3580441

Authors: Patrizia Berti, Eugenio Regazzini, Pietro Rigo 

Publication date: 12 August 2010

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zbMATH Keywords

finite additivitystochastic integralpathwise integralweak convergence of probability measures

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic integrals (60H05) Axioms; other general questions in probability (60A05)

Cited In (6)

• Title not available (Why is that?)
• Finitely additive representation of \(L^{p}\) spaces
• Integration of Brownian vector fields.
• Integration by parts for pinned Brownian motion
• Riemann integration on complex brownian paths
• Title not available (Why is that?)

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