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Une g\'en\'eralisation de la notion d'int\'egrale it\'er\'ee relativement \`a un processus al\'eatoire

Authors :
Valet, Ludovic
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

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1202.2766
Document Type :
Working Paper