Nonlinear stochastic integration with a non-smooth family of integrators
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Publication:4648575
DOI10.1080/17442508.2011.616206zbMath1255.60084MaRDI QIDQ4648575
Publication date: 9 November 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2011.616206
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
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