Pathwise construction of stochastic integrals
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Publication:428755
DOI10.1214/ECP.v17-2099zbMath1245.60054arXiv1108.2981OpenAlexW3102072412MaRDI QIDQ428755
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.2981
aggregationG-expectationsecond order BSDEmedial limitnon-dominated modelpathwise stochastic integral
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