Nonlinear stochastic integration with a non-smooth family of integrators

DOI10.1080/17442508.2011.616206zbMATH Open1255.60084OpenAlexW1972773911MaRDI QIDQ4648575FDOQ4648575

Authors: Christoph Kühn 

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

Recommendations

• scientific article; zbMATH DE number 49027
• Stochastic integrals in an arbitrary probability gauge space
• scientific article; zbMATH DE number 3860101
• About stochastic integrals with respect to processes which are not semi- martingales
• Stochastic integrals for nonprevisible, multiparameter processes

zbMATH Keywords

Itô integralsnonlinear stochastic integralsparameter depending semimartingales

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hedging and Portfolio Optimization in Financial Markets with a Large Trader
• Title not available (Why is that?)
• Martingales dépendant d'un paramètre: une formule d'Ito
• Title not available (Why is that?)

Cited In (2)

• Martingale decomposition of an \(L^2\) space with nonlinear stochastic integrals
• Title not available (Why is that?)

This page was built for publication: Nonlinear stochastic integration with a non-smooth family of integrators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648575)