✦ LIBER ✦

A supermartingale characterization of sets of stochastic integrals and applications

✍ Scribed by N. V. Krylov

Book ID: 106138326
Publisher: Springer
Year: 2002
Tongue: English
Weight: 236 KB
Volume: 123
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s004400100190

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A supermartingale characterization of a

A supermartingale characterization of a set of stochastic integrals

✍ N. V. Krylov 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 374 KB

On a Characterization of Stochastic Proc

On a Characterization of Stochastic Processes by the Absolute Moments of Stochastic Integrals

✍ Prakasa, B. L. S. Rao 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 184 KB

On a new set-valued stochastic integral

On a new set-valued stochastic integral with respect to semimartingales and its applications

✍ Malinowski, Marek T. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 363 KB

On Extreme Rays and the Integral Represe

On Extreme Rays and the Integral Representation in a Cone of Supermartingales

✍ Pavlov, I. V. 📂 Article 📅 1981 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 440 KB

Stochastic Integrals of Set-Valued Proce

Stochastic Integrals of Set-Valued Processes and Fuzzy Processes

✍ Byoung Kyun Kim; Jai Heui Kim 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 171 KB

Approximation of integrals over asymptot

Approximation of integrals over asymptotic sets with applications to statistics and probability

✍ Barbe P. 📂 Library 📅 2003 🌐 English ⚖ 2 MB

This book is the first of a larger project that I may try to complete. A second volume should be devoted to the asymptotic analysis of multivariate integrals over small wedges and their applications. A third one should extend some of the results of the first two volumes to the infinite dimensional s