Stochastic Integrals for Nonprevisible, Multiparameter Processes
Document Type
Article
Publication Date
9-1-1993
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
We develop a general theory for stochastic integrals of generalized stochastic processes X(t), depending on multidimensional time, within the framework of the space of Wiener distributions (D*).
Publication Title
Applied Mathematics and Optimization
Volume
28
Issue
2
First Page
197
Last Page
223
Recommended Citation
Betounes, D. E.,
Redfern, M.
(1993). Stochastic Integrals for Nonprevisible, Multiparameter Processes. Applied Mathematics and Optimization, 28(2), 197-223.
Available at: https://aquila.usm.edu/fac_pubs/6500