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Chapter 2: Integral Representations and Change of Time in Stochastic Integrals

      https://doi.org/10.1142/9789814678599_0002Cited by:0 (Source: Crossref)
      Abstract:

      The following sections are included:

      • Integral Representations of Local Martingales in the Strong Sense

      • Integral Representations of Local Martingales in a Semistrong Sense

      • Stochastic Integrals Over the Stable Processes and Integral Representations

      • Stochastic Integrals with Respect to Stable Processes and Change of Time