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Stochastic Integrals with Respect to Consistent Random Measures

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Ukrainian Mathematical Journal Aims and scope

Abstract

We consider integrals of random mappings with respect to consistent random measures in C([0; 1]).

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REFERENCES

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

    A. A. Dorogovtsev

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  1. A. A. Dorogovtsev
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Dorogovtsev, A.A. Stochastic Integrals with Respect to Consistent Random Measures. Ukrainian Mathematical Journal 52, 1215–1229 (2000). https://doi.org/10.1023/A:1010396819595

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  • DOI: https://doi.org/10.1023/A:1010396819595

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