The Riemann approach to stochastic integration using non-uniform meshes
type: Item
instance of: scholarly article
title: The Riemann approach to stochastic integration using non-uniform meshes
zbMATH Open document ID: 1022.60055
DOI: 10.1016/S0022-247X(03)00059-3
author: Tuan Seng Chew
author: Tin Lam Toh
published in: Journal of Mathematical Analysis and Applications
publication date: 2003-05-25T00:00:00Z
review text: This paper shows how the stochastic integral with respect to semimartingales can be defined using Riemann sums with non-uniform meshes.
reviewed by: Ulrich Horst
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 1915610
zbMATH Keywords: stochastic integration
zbMATH Keywords: semimartingales
zbMATH Keywords: Riemann sum
MaRDI profile type: Publication
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full work available at URL: s0022-247x(03)00059-3
OpenAlex ID: W2028281530
description: scientific article; zbMATH DE number 1915610