A remark on stochastic integration

Hyungsok Ahn; Philip Protter

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 312-315

How to cite


Ahn, Hyungsok, and Protter, Philip. "A remark on stochastic integration." Séminaire de probabilités de Strasbourg 28 (1994): 312-315. <http://eudml.org/doc/113883>.

author = {Ahn, Hyungsok, Protter, Philip},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic integral; semimartingale},
language = {fre},
pages = {312-315},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A remark on stochastic integration},
url = {http://eudml.org/doc/113883},
volume = {28},
year = {1994},

AU - Ahn, Hyungsok
AU - Protter, Philip
TI - A remark on stochastic integration
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 312
EP - 315
LA - fre
KW - stochastic integral; semimartingale
UR - http://eudml.org/doc/113883
ER -


  1. 1. C. Dellacherie, Un survol de la théorie de l'intégrale stochastique. Stochastic Processes and Their Appl.10 (1980), 115-144. Zbl0436.60043MR587420
  2. 2. G. Letta, Martingales et Integration Stochastique. Scuola Normale Superiore, Pisa, 1984. Zbl0569.60053MR804390
  3. 3. M. Pratelli, La classe des semimartingales qui permettent d'intégrer les processus optionnels, Séminaire de Proba. XVII, SpringerLect. Notes in Math.986 (1983), 311-320. Zbl0508.60048MR770421
  4. 4. P. Protter, Stochastic integration without tears. Stochastics16 (1986), 295-325. Zbl0597.60040MR837616
  5. 5. P. Protter, Stochastic Integration and Differential Equations. Springer-Verlag, Heidelberg, 1990. Zbl0694.60047MR1037262
  6. 6. R.J. Williams, Book Review of [5] above, Bulletin of the American Math. Soc.25 (1991), 170-180. 

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