Stochastic integration with respect to a cylindrical special semi-martingale

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Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
Volume:71 Issue:4
Stochastic integration with respect to a cylindrical special semi-martingale

Stochastic integration with respect to a cylindrical special semi-martingale

Authors : Saeed HASHEMİ SABABE

Pages : 899-906

Doi:10.31801/cfsuasmas.981876

View : 41 | Download : 9

Publication Date : 2022-12-30

Article Type : Research Paper

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.
Keywords : Cylindrical martingale, special martingales, stochastic integration, Banach space

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