Stochastic integral equations without probability
Mikosch, Thomas ; Norvaiša, Rimas
Bernoulli, Tome 6 (2000) no. 6, p. 401-434 / Harvested from Project Euclid
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A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved. Boundedness of the p-variation for some 0
Publié le : 2000-06-14
Classification:  chain rule,  extended Riemann-Stieltjes integral,  fractional Brownian motion,  Lévy process,  p-variation,  stable process,  stochastic integral equation 
@article{1081616698,
     author = {Mikosch, Thomas and Norvai\v sa, Rimas},
     title = {Stochastic integral equations without probability},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 401-434},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081616698}
}

Mikosch, Thomas; Norvaiša, Rimas. Stochastic integral equations without probability. Bernoulli, Tome 6 (2000) no. 6, pp.  401-434. http://gdmltest.u-ga.fr/item/1081616698/