Multiple stochastic integrals. A counter example
Séminaire de probabilités de Strasbourg (1985)
- Volume: 19, page 258-262
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topPerkins, Edwin. "Multiple stochastic integrals. A counter example." Séminaire de probabilités de Strasbourg 19 (1985): 258-262. <http://eudml.org/doc/113520>.
@article{Perkins1985,
author = {Perkins, Edwin},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {multiple stochastic integral; predictable integrands; predictable processes},
language = {eng},
pages = {258-262},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Multiple stochastic integrals. A counter example},
url = {http://eudml.org/doc/113520},
volume = {19},
year = {1985},
}
TY - JOUR
AU - Perkins, Edwin
TI - Multiple stochastic integrals. A counter example
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 258
EP - 262
LA - eng
KW - multiple stochastic integral; predictable integrands; predictable processes
UR - http://eudml.org/doc/113520
ER -
References
top- (1) D. Bakry, Une remarque sur les semimartingales à deux indices, Séminaire de Probabilités XV, Lect. Notes850, p.671-672 (1981). Zbl0473.60050MR622597
- (2) P.A. Meyer, Un cours sur les intégrales stochastiques, appendice au chapitre IV, Séminaire de Probabilités X, Lect. Notes511, p. 321-331 (1976). Zbl0374.60070MR501332
- (3) J. Ruiz de Chavez, Sur les intégrales stochastiques multiples, ce volume, p. 248 Zbl0564.60052MR889483
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