Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions

Joachim Syga

Discussiones Mathematicae Probability and Statistics, Tome 35 (2015), p. 7-27 / Harvested from The Polish Digital Mathematics Library

Résumé

A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.

Détail

Publié le : 2015-01-01
EUDML-ID : urn:eudml:doc:276511

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