Stochastic integration on partially ordered sets
type: Item
instance of: scholarly article
title: Stochastic integration on partially ordered sets
zbMATH Open document ID: 0582.60059
DOI: 10.1016/0047-259X(85)90085-5
author: Harry E. Hürzeler
published in: Journal of Multivariate Analysis
publication date: 1985-01-01T00:00:00Z
review text: A construction of a stochastic integral with respect to processes with a fairly general partially ordered index set is given. This integral is finitely additive and continuous with respect to bounded convergence of integrands. The Gaussian and martingale cases are specially considered.
reviewed by: M.P.Jerschow
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 3932130
zbMATH Keywords: partially ordered index set
zbMATH Keywords: Gaussian and martingale cases
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3932130