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Une g\'en\'eralisation de la notion d'int\'egrale it\'er\'ee relativement \`a un processus al\'eatoire
- Publication Year :
- 2012
-
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.<br />Comment: 13 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1202.2766
- Document Type :
- Working Paper