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Characterization of a Regular Family of Semimartingales by Line Integrals

Characterization of a Regular Family of Semimartingales by Line Integrals A characterization of a regular family of semimartingales as a maximal family of processes with respect to which one can define a stochastic line integral with natural continuity properties is given. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Georgian Mathematical Journal de Gruyter

Characterization of a Regular Family of Semimartingales by Line Integrals

Georgian Mathematical Journal , Volume 3 (6) – Dec 1, 1996

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References (13)

Publisher
de Gruyter
Copyright
© 1996 Plenum Publishing Corporation
ISSN
1072-947X
eISSN
1072-9176
DOI
10.1515/GMJ.1996.525
Publisher site
See Article on Publisher Site

Abstract

A characterization of a regular family of semimartingales as a maximal family of processes with respect to which one can define a stochastic line integral with natural continuity properties is given.

Journal

Georgian Mathematical Journalde Gruyter

Published: Dec 1, 1996

Keywords: Semimartingale; stochastic line integral

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