Stochastic Integrals for Nigh-Martingales

Abstract

A stochastic integral is defined in which the integrand and the process with respect to which one integrates are stochastic, the process being supposed in a certain sense 'close' to being a martingale.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1968
Accession Number
AD0703186

Entities

People

  • L. C. Young

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Banach Space
  • Center Of Gravity
  • Contracts
  • Hilbert Space
  • Hypotheses
  • Inequalities
  • Integrals
  • Intervals
  • Mathematics
  • Notation
  • Probability
  • Step Functions
  • Stochastic Processes
  • Time Intervals
  • United States
  • Wisconsin

Fields of Study

  • Mathematics