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Applied Mathematics and Optimization

, Volume 28, Issue 2, pp 197–223 | Cite as

Stochastic integrals for nonprevisible, multiparameter processes

  • David Betounes
  • Mylan Redfern
Article

Abstract

We develop a general theory for stochastic integrals of generalized stochastic processesX(t), depending on multidimensional time, within the framework of the space of Wiener distributions (D*).

Key words

Stochastic integrals Multiparameter Generalized processes 

AMS classification

60G20 60H05 

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Copyright information

© Springer-Verlag New York Inc. 1993

Authors and Affiliations

  • David Betounes
    • 1
  • Mylan Redfern
    • 1
  1. 1.Mathematics DepartmentUniversity of Southern MississippiHattiesburgUSA

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