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arXiv · 1202.2766

Une généralisation de la notion d'intégrale itérée relativement à un processus aléatoire

Ludovic Valet
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Abstract

In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.

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Ludovic Valet. 2012-02-10. Une généralisation de la notion d'intégrale itérée relativement à un processus aléatoire. https://arxiv.org/abs/1202.2766

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