scientific article; zbMATH DE number 15543

MaRDI QIDQ3972183zbMATH OpenFDO

Authors V. A. Lebedev

Publication date 25 June 1992

zbMATH Keywords

semimartingale random measuresstochastic integrals

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05)

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(12)

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• About stochastic integrals with respect to processes which are not semi- martingales

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