Stochastic integrals with respect to consistent random measures

DOI10.1023/A:1010396819595zbMATH Open0971.60059OpenAlexW91408714MaRDI QIDQ2722138

A. A. Dorogovtsev

Publication date: 11 July 2001

Published in: Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010396819595

zbMATH Keywords

stochastic integraladapted random measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Random measures (60G57)

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