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

MaRDI QIDQ762832zbMATHFDO

Authors Nicolas Bouleau

Publication date 1985

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

zbMATH Keywords

quadratic variationvector measuresemi-martingales

Mathematics Subject Classification ID

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

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Cited in

(4)

• Stochastic integrals in additive processes and application to semi-Lévy processes
• scientific article; zbMATH DE number 679803 (Why is no real title available?)
• scientific article; zbMATH DE number 1423786 (Why is no real title available?)
• Nonlinear stochastic integration with a non-smooth family of integrators

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