Progressive Stochastic Processes and an Application to the Itô Integral

DOI10.1081/SAP-120037621zbMath1069.60039OpenAlexW2025728169MaRDI QIDQ4826121

Svenja Kaden, Juergen Potthoff

Publication date: 11 November 2004

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120037621

zbMATH Keywords

approximation of stochastic processesadapted stochastic processesprogressively measurable stochastic processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (1)

Measurable processes and the Feynman-Kac formula

Cites Work

• Fields, Optionality and Measurability
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Progressive Stochastic Processes and an Application to the Itô Integral