Geodesic
Generalized stochastic integral with respect to continuous martingale
Problemy fiziki, matematiki i tehniki, no. 3 (2011), pp. 50-56.

Voir la notice de l'article provenant de la source Math-Net.Ru

Stochastic integral with respect to continuous martingale is considered in the algebra of generalized stochastic processes. The sufficient conditions when the above generalized stochastic process associates an ordinary stochastic process are formulated. The explicit form of the ordinary stochastic process is described.
Keywords: algebra of generalized stochastic processes, stochastic integral.
Mots-clés : martingale 
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N. V. Bedziuk. Generalized stochastic integral with respect to continuous martingale. Problemy fiziki, matematiki i tehniki, no. 3 (2011), pp. 50-56. http://geodesic.mathdoc.fr/item/PFMT_2011_3_a7/

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