Integration with respect to Brownian-like processes

MaRDI QIDQ3580441zbMATH OpenFDO

Authors Patrizia Berti, Eugenio Regazzini, Pietro Rigo

Publication date 12 August 2010

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)

Recommendations

• Quasi-integrals and stochastic integration along sample paths
• The Itô integral for Brownian motion in vector lattices. I
• On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals
• Integration with respect to local time
• The Itô integral for Brownian motion in vector lattices. II

Cited in

(6)

• scientific article; zbMATH DE number 4119340 (Why is no real title available?)
• Finitely additive representation of \(L^{p}\) spaces
• Integration of Brownian vector fields.
• scientific article; zbMATH DE number 1301688 (Why is no real title available?)
• Riemann integration on complex brownian paths
• Integration by parts for pinned Brownian motion

This page was built for publication: Integration with respect to Brownian-like processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580441)