Stochastic Integration with Respect to Semimartingale Random Measures

DOI10.1137/1134093zbMath0706.60053OpenAlexW2084270225MaRDI QIDQ3486596

V. A. Lebedev

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134093

zbMATH Keywords

stochastic integrationrandom measures

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Random measures (60G57)

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