Stochastic integrals with respect to consistent random measures

DOI10.1023/A:1010396819595MaRDI QIDQ2722138zbMATH OpenOpenAlexFDO

Authors A. A. Dorogovtsev

Publication date 11 July 2001

Published in Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010396819595

zbMATH Keywords

adapted random measurestochastic integral

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05) Diffusion processes (60J60)

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(22)

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