The Riemann approach to stochastic integration using non-uniform meshes (Q1874440)
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scientific article; zbMATH DE number 1915610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Riemann approach to stochastic integration using non-uniform meshes |
scientific article; zbMATH DE number 1915610 |
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The Riemann approach to stochastic integration using non-uniform meshes (English)
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25 May 2003
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This paper shows how the stochastic integral with respect to semimartingales can be defined using Riemann sums with non-uniform meshes.
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stochastic integration
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semimartingales
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Riemann sum
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