Stochastic integration with respect to a cylindrical special semi martingale-Reference-Cited by-同舟云学术

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Stochastic integration with respect to a cylindrical special semi martingale

Published:2022-12-30 Issue:4 Volume:71 Page:899-906
ISSN:1303-5991
Container-title:Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics
language:en
Short-container-title:Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat.

Author:

HASHEMİ SABABE Saeed¹

Affiliation:

1. University of Alberta

Abstract

In this research, we introduce the stochastic integration with respect to a cylindrical special semi-martingale, which is a specific case of general integration, with specific properties of special semi-martingales.

Publisher

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics

Subject

General Medicine

Reference19 articles.

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2. Criens, D., Cylindrical martingale problems associated with Levy generators, J. Theoret. Probab., 32(3) (2019), 1306–1359. https://doi.org/10.48550/arXiv.1706.06049

3. Di Girolami, C., Fabbri, G., Russo, F., The covariation for Banach space valued processes and applications, Metrika, 77(1) (2014), 51-104. https://doi.org/10.48550/arXiv.1301.5715

4. Emery, M., Une Topologie Sur Lespace Des Semimartingales, Sem. Probab. XIII. Univ. Strasbourg, 260–280, Lecture Notes in Math. 721, Springer, 1979.

5. Fonseca-Mora, C.A., Semimartingales on duals of nuclear spaces, Electron. J. Probab., 25(36) (2020). https://doi.org10.1214/20-EJP444

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