A generalization of stochastic integration with respect to semimartingales

DOI10.1214/AOP/1176993779zbMath0489.60059OpenAlexW2045736105MaRDI QIDQ1166835

Michel Émery

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993779

zbMATH Keywords

semimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

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