Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics
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Publication:4421485
DOI10.1081/SAP-120024707zbMath1038.60065OpenAlexW1982218514MaRDI QIDQ4421485
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Publication date: 27 August 2003
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-120024707
Jacod-Grigelionis characteristicsoperator-valued predictable processesrandomized Musielak-Orlicz space
Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)
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