Stochastic integration with respect to a cylindrical special semi-martingale
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Date
2022
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Publisher
Ankara Üniversitesi
Abstract
In this research, we introduce the stochastic integration with respect to a cylindrical special semi-martingale, which is a specific case of general integration, with specific properties of special semi-martingales.
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Keywords
Cylindrical martingale, special martingales, stochastic integration, Banach space