Some remarks on the theory of stochastic integration

Jia-An Yan

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 95-107

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Yan, Jia-An. "Some remarks on the theory of stochastic integration." Séminaire de probabilités de Strasbourg 25 (1991): 95-107. <http://eudml.org/doc/113785>.

@article{Yan1991,
author = {Yan, Jia-An},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic integration; exponential formula for semimartingales; compensated stochastic integrals; local martingales},
language = {eng},
pages = {95-107},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on the theory of stochastic integration},
url = {http://eudml.org/doc/113785},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Yan, Jia-An
TI - Some remarks on the theory of stochastic integration
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 95
EP - 107
LA - eng
KW - stochastic integration; exponential formula for semimartingales; compensated stochastic integrals; local martingales
UR - http://eudml.org/doc/113785
ER -

References

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  1. [1] C. Dellacherie, P.A. Meyer: Probabilités et potenliel, vol II, Hermann, Paris, 1982. MR488194
  2. [2] J. Jacod, A.N. Shiryaev: Lemit Theorems for Stochastic Processes, Springer-Verlag, 1987. Zbl0635.60021MR959133
  3. [3] J. Jacod: Sur la construction des intégrales stochastiques et les sous-espaces stables des martingales, Sém. Probab. XI, LN in Math.581, 1977. Zbl0367.60056MR458578
  4. [4] P.A. Meyer: Un cours sur les intégrales stochastiques, Sém. Probab. X, LN in Math.511, 1976. Zbl0374.60070MR501332
  5. [5] J.A. Yan: Remarques sur l'intégrale stochastique de processus non bornés, Sém. Probab. XIV, LN in Math.784, 1980 
  6. [6] J.A. Yan: Remarques sur certaines classes des semimartingales et sur les intégrales slochasliques optionnelles, ibid. Zbl0433.60059
  7. [7] M. Yor: En cherchant une définition naturelle des intégrales stochastiques optionnelles, Sém. Probab. XIII, LN in Math.721, 1979. Zbl0439.60041MR544811

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