A New Theory of Stochastic Integration
In this dissertation, we focus mainly on the further study of the new stochastic integral introduced by Ayed and Kuo in 2008. Several properties of this new stochastic integral are obtained. We first introduce the concept of near-martingale for non-adapted stochastic processes. This concept is a gen...
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| Format: | Others |
| Language: | en |
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LSU
2011
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| Online Access: | http://etd.lsu.edu/docs/available/etd-07052011-203013/ |