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Teoriya Veroyatnostei i ee Primeneniya, 1984, Volume 29, Issue 1, Pages 93–107 (Mi tvp1961)  
This article is cited in 19 scientific papers (total in 19 papers)

Stochastic integrals with respect to optional semimartingales and random measures

L. I. Gal'čuk

Moscow
Full-text PDF (983 kB) Citations (19)
Abstract: Optional semimartingales are studied when «the usual» conditions are not satisfied. The random integervalued measures generated by the jumps $X_t-X_{t-}$, $X_{t+}-X_t$ of a semimartingale $X_t$ are introduced and their compensators are defined. Stochastic integrals are constructed with respect to the optional semimartingales and the random measures. For the optional semimartingales an analogue of the Doleans equation is considered and its solution is given.
Received: 16.02.1981
English version:
Theory of Probability and its Applications, 1985, Volume 29, Issue 1, Pages 93–108
DOI: https://doi.org/10.1137/1129008
Bibliographic databases:
Language: Russian
Citation: L. I. Gal'čuk, “Stochastic integrals with respect to optional semimartingales and random measures”, Teor. Veroyatnost. i Primenen., 29:1 (1984), 93–107; Theory Probab. Appl., 29:1 (1985), 93–108
Citation in format AMSBIB
\Bibitem{Gal84}
\by L.~I.~Gal'{\v{c}}uk
\paper Stochastic integrals with respect to optional semimartingales and random measures
\jour Teor. Veroyatnost. i Primenen.
\yr 1984
\vol 29
\issue 1
\pages 93--107
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=739503}
\zmath{https://zbmath.org/?q=an:0554.60049|0538.60048}
\transl
\jour Theory Probab. Appl.
\yr 1985
\vol 29
\issue 1
\pages 93--108
\crossref{https://doi.org/10.1137/1129008}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1985AFG0600008}
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  • https://www.mathnet.ru/eng/tvp/v29/i1/p93
    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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