A remark on stochastic integration
Séminaire de probabilités de Strasbourg (1994)
- Volume: 28, page 312-315
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topAhn, Hyungsok, and Protter, Philip. "A remark on stochastic integration." Séminaire de probabilités de Strasbourg 28 (1994): 312-315. <http://eudml.org/doc/113883>.
@article{Ahn1994,
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},
}
TY - JOUR
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 -
References
top- 1. C. Dellacherie, Un survol de la théorie de l'intégrale stochastique. Stochastic Processes and Their Appl.10 (1980), 115-144. Zbl0436.60043MR587420
- 2. G. Letta, Martingales et Integration Stochastique. Scuola Normale Superiore, Pisa, 1984. Zbl0569.60053MR804390
- 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. P. Protter, Stochastic integration without tears. Stochastics16 (1986), 295-325. Zbl0597.60040MR837616
- 5. P. Protter, Stochastic Integration and Differential Equations. Springer-Verlag, Heidelberg, 1990. Zbl0694.60047MR1037262
- 6. R.J. Williams, Book Review of [5] above, Bulletin of the American Math. Soc.25 (1991), 170-180.
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