A generalization of an extended stochastic integral
We propose a generalization of an extended stochastic integral to the case of integration with respect to a broad class of random processes. In particular, we obtain conditions for the coincidence of the considered integral with the classical Itô stochastic integral.
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| Date: | 2007 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3334 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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