About stochastic integrals with respect to processes which are not semi-martingales
Bouleau, Nicolas
HAL, hal-00592352 / Harvested from HAL
Text on HAL
Adapted processes depending on a random parameter may define a sigma-additive integral although not semimartingales for fixed value of the parameter.
Publié le : 1985-07-05
Classification:  Semi-martingale,  Local time,  Brownian motion,  MSC 60H05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00592352,
     author = {Bouleau, Nicolas},
     title = {About stochastic integrals with respect to processes which are not semi-martingales},
     journal = {HAL},
     volume = {1985},
     number = {0},
     year = {1985},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00592352}
}

Bouleau, Nicolas. About stochastic integrals with respect to processes which are not semi-martingales. HAL, Tome 1985 (1985) no. 0, . http://gdmltest.u-ga.fr/item/hal-00592352/