Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
Discussiones Mathematicae Probability and Statistics (2015)
- Volume: 35, Issue: 1-2, page 7-27
 - ISSN: 1509-9423
 
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topJoachim Syga. "Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions." Discussiones Mathematicae Probability and Statistics 35.1-2 (2015): 7-27. <http://eudml.org/doc/276511>.
@article{JoachimSyga2015,
	abstract = {A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.},
	author = {Joachim Syga},
	journal = {Discussiones Mathematicae Probability and Statistics},
	keywords = {forward; backward and symmetric integral; time-reversible process; semimartingale measure; set-valued stochastic integral; Stratonovich inclusion},
	language = {eng},
	number = {1-2},
	pages = {7-27},
	title = {Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions},
	url = {http://eudml.org/doc/276511},
	volume = {35},
	year = {2015},
}
TY  - JOUR
AU  - Joachim Syga
TI  - Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
JO  - Discussiones Mathematicae Probability and Statistics
PY  - 2015
VL  - 35
IS  - 1-2
SP  - 7
EP  - 27
AB  - A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.
LA  - eng
KW  - forward; backward and symmetric integral; time-reversible process; semimartingale measure; set-valued stochastic integral; Stratonovich inclusion
UR  - http://eudml.org/doc/276511
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