On a Class of Generalized Integrands

DOI10.1080/07362990701567272zbMath1134.60038OpenAlexW2018449926MaRDI QIDQ5430130

Marzia De Donno

Publication date: 12 December 2007

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

Full work available at URL: https://doi.org/10.1080/07362990701567272

zbMATH Keywords

reproducing kernel Hilbert spacesgeneralized integrandsconvergence of semimartingalesinfinite dimensional stochastic integrationmeasure-valued integrands

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (1)

BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets

Cites Work

• A theory of bond portfolios
• Semimartingales: A course on stochastic processes
• Towards a general theory of bond markets
• A characterization of hedging portfolios for interest rate contingent claims.
• A theory of stochastic integration for bond markets
• Sous-espaces d'espaces vectoriels topologiques et noyaux associés. (Noyaux reproduisants.)
• [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
• On a Lemma by Ansel and Stricker
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