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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 725–737
(Mi tvp3337)
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This article is cited in 21 scientific papers (total in 21 papers)
On extended stochastic integrals
Yu. M. Kabanov Moscow
Abstract:
In the paper, a generalization of stochastic integral with respect to a centered Poisson measure is investigated. Recurrent formula for multiple Poisson integrals is obtained and generalized change-of-variables formulas for extended stochastic integrals are proven.
Received: 04.04.1974
Citation:
Yu. M. Kabanov, “On extended stochastic integrals”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 725–737; Theory Probab. Appl., 20:4 (1976), 710–722
Linking options:
https://www.mathnet.ru/eng/tvp3337 https://www.mathnet.ru/eng/tvp/v20/i4/p725
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