A note on stochastic integration with respect to optional semimartingales (Q1038955)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on stochastic integration with respect to optional semimartingales |
scientific article; zbMATH DE number 5636462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on stochastic integration with respect to optional semimartingales |
scientific article; zbMATH DE number 5636462 |
Statements
A note on stochastic integration with respect to optional semimartingales (English)
0 references
20 November 2009
0 references
stochastic integration theory
0 references
optional semimartingales
0 references
dynamic portfolio choice
0 references
