STOCHASTIC INTEGRALS FOR NONPREVISIBLE, MULTIPARAMETER PROCESSES

Authors
BETOUNES D REDFERN M
Citation
D. Betounes et M. Redfern, STOCHASTIC INTEGRALS FOR NONPREVISIBLE, MULTIPARAMETER PROCESSES, Applied mathematics & optimization, 28(2), 1993, pp. 197-223
Citations number
27
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
28
Issue
2
Year of publication
1993
Pages
197 - 223
Database
ISI
SICI code
0095-4616(1993)28:2<197:SIFNMP>2.0.ZU;2-O
Abstract
We develop a general theory for stochastic integrals of generalized st ochastic processes X(t), depending on multidimensional time, within th e framework of the space of Wiener distributions (D).