Stochastic integration with respect to a cylindrical special semi-martingale

Year 2022, Volume: 71 Issue: 4, 899 - 906, 30.12.2022

Saeed Hashemi Sababe

https://doi.org/10.31801/cfsuasmas.981876

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.

Keywords

Cylindrical martingale, special martingales, stochastic integration, Banach space

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