Stochastic integration w.r.t. continuous local martingales

DOI10.1016/0304-4149(83)90057-1zbMath0511.60048OpenAlexW1994311512MaRDI QIDQ1838766

Rajeeva L. Karandikar

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90057-1

zbMATH Keywords

stopping timestime changecontinuous local martingales

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (4)

On pathwise stochastic integration ⋮ Remarks on the stochastic integral ⋮ On quadratic variation of martingales ⋮ Embedding a stochastic difference equation into a continuous-time process

Cites Work

• On Square Integrable Martingales
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