About stochastic integrals with respect to processes which are not semi- martingales

zbMATH Open0558.60040MaRDI QIDQ762832FDOQ762832

Nicolas Bouleau

Publication date: 1985

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 15543
• Stochastic Integration with Respect to Semimartingale Random Measures
• scientific article
• Intégrale stochastique des processus abstraits à semi-variation finie
• Stochastic integration with respect to a sequence of semimartingales
• scientific article
• scientific article; zbMATH DE number 3856122
• Stochastic Integrals with Respect to Optional Semimartingales and Random Measures
• On pathwise stochastic integration with respect to semimartingales

zbMATH Keywords

quadratic variationvector measuresemi-martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cited In (3)

• Title not available (Why is that?)
• Stochastic integrals in additive processes and application to semi-Lévy processes
• Title not available (Why is that?)

This page was built for publication: About stochastic integrals with respect to processes which are not semi- martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q762832)