A note on stochastic integration with respect to optional semimartingales

DOI10.1214/ECP.v14-1465zbMath1191.60068MaRDI QIDQ1038955

Maximilian Stroh, Christoph Kühn

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/223047

zbMATH Keywords

dynamic portfolio choicestochastic integration theoryoptional semimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Portfolio theory (91G10)

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