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On q‐Stochastic Pseudo Integral Involving Convex Stochastic Processes
Mathematical Methods in the Applied SciencesWasim Ul-Haq
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On extended stochastic integrals with respect to Lévy processes
Karpatsʹkì Matematičnì Publìkacìï, 2013 Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson process, any square integrable random variable can be decomposed in a series of repeated stochastic integrals from nonrandom functions with respect to $L ...
N.A. Kachanovsky
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A generalization of an extended stochastic integral [PDF]
Ukrainian Mathematical Journal, 2007 We propose a generalization of an extended stochastic integral to the case of integration with respect to a broad class of random processes. In particular, we obtain conditions for the coincidence of the considered integral with the classical Ito stochastic integral.
Yurij M Berezansky, Volodymyr Tesko
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Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure [PDF]
Ukrainian Mathematical Journal, 2005 We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space \(S'\).
N. A. Kachanovskii
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Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s [PDF]
Electronic Journal of Probability, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Robert C. Dalang
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