Stochastic integration without tears

DOI10.1080/17442508608833378MaRDI QIDQ3730732zbMATH OpenOpenAlexFDO

Authors Philip Protter

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833378

zbMATH Keywords

semimartingalesstochastic calculuschange of variables formulasubmartingale decomposition

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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• scientific article; zbMATH DE number 3553499 (Why is no real title available?)
• Semimartingales: A course on stochastic processes
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Un survol de la théorie de l'intégrale stochastique

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(14)

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• A note on stochastic integrators
• Pathwise stochastic integration and applications to the theory of continuous trading
• Stochastic integration with respect to a sequence of semimartingales
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