Dergiler / Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics / 2022 / Cilt: 71 - Sayı: 4

Stochastic integration with respect to a cylindrical special semi-martingale

Stochastic integration with respect to a cylindrical special semi-martingale

Sayfa
899–906
DOI
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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.