# 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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topKühn, 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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