A remark on stochastic integration
Ahn, Hyungsok ; Protter, Philip
Séminaire de probabilités de Strasbourg, Tome 28 (1994), p. 312-315 / Harvested from Numdam
Publié le : 1994-01-01
@article{SPS_1994__28__312_0,
     author = {Ahn, Hyungsok and Protter, Philip},
     title = {A remark on stochastic integration},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {28},
     year = {1994},
     pages = {312-315},
     mrnumber = {1329121},
     zbl = {0811.60039},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1994__28__312_0}
}
Ahn, Hyungsok; Protter, Philip. A remark on stochastic integration. Séminaire de probabilités de Strasbourg, Tome 28 (1994) pp. 312-315. http://gdmltest.u-ga.fr/item/SPS_1994__28__312_0/

1. C. Dellacherie, Un survol de la théorie de l'intégrale stochastique. Stochastic Processes and Their Appl. 10 (1980), 115-144. | MR 587420 | Zbl 0436.60043

2. G. Letta, Martingales et Integration Stochastique. Scuola Normale Superiore, Pisa, 1984. | MR 804390 | Zbl 0569.60053

3. M. Pratelli, La classe des semimartingales qui permettent d'intégrer les processus optionnels, Séminaire de Proba. XVII, Springer Lect. Notes in Math. 986 (1983), 311-320. | Numdam | MR 770421 | Zbl 0508.60048

4. P. Protter, Stochastic integration without tears. Stochastics 16 (1986), 295-325. | MR 837616 | Zbl 0597.60040

5. P. Protter, Stochastic Integration and Differential Equations. Springer-Verlag, Heidelberg, 1990. | MR 1037262 | Zbl 0694.60047

6. R.J. Williams, Book Review of [5] above, Bulletin of the American Math. Soc. 25 (1991), 170-180.