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Nonlinear stochastic integration with a non-smooth family of integrators - MaRDI portal

Nonlinear stochastic integration with a non-smooth family of integrators (Q4648575)

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scientific article; zbMATH DE number 6104695
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Nonlinear stochastic integration with a non-smooth family of integrators
scientific article; zbMATH DE number 6104695

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    Nonlinear stochastic integration with a non-smooth family of integrators (English)
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    9 November 2012
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    nonlinear stochastic integrals
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    Itô integrals
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    parameter depending semimartingales
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