A note on stochastic integration with respect to optional semimartingales.

Kühn, Christoph; Stroh, Maximilian

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 192-201
  • ISSN: 1083-589X

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Kühn, Christoph, and Stroh, Maximilian. "A note on stochastic integration with respect to optional semimartingales.." Electronic Communications in Probability [electronic only] 14 (2009): 192-201. <http://eudml.org/doc/223047>.

@article{Kühn2009,
author = {Kühn, Christoph, Stroh, Maximilian},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {stochastic integration theory; optional semimartingales; dynamic portfolio choice},
language = {eng},
pages = {192-201},
publisher = {University of Washington},
title = {A note on stochastic integration with respect to optional semimartingales.},
url = {http://eudml.org/doc/223047},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Kühn, Christoph
AU - Stroh, Maximilian
TI - A note on stochastic integration with respect to optional semimartingales.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 192
EP - 201
LA - eng
KW - stochastic integration theory; optional semimartingales; dynamic portfolio choice
UR - http://eudml.org/doc/223047
ER -

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