Nonlinear stochastic integration with a non-smooth family of integrators

DOI10.1080/17442508.2011.616206MaRDI QIDQ4648575zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Itô integralsnonlinear stochastic integralsparameter depending semimartingales

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 968627 (Why is no real title available?)
• Hedging and Portfolio Optimization in Financial Markets with a Large Trader
• Martingales dépendant d'un paramètre: une formule d'Ito

Cited in

(2)

• Martingale decomposition of an \(L^2\) space with nonlinear stochastic integrals
• scientific article; zbMATH DE number 49027 (Why is no real title available?)

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