Abstract
In this chapter, we show that the definition of the stochastic integral can be extended to a larger class of integrands than the predictable ones, when either a mild condition on the Doléans measure μM is satisfied or M is continuous.
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© 1990 Birkhäuser Boston
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Chung, K.L., Williams, R.J. (1990). Extension of the Predictable Integrands. In: Introduction to Stochastic Integration. Probability and Its Applications. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-4480-6_3
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DOI: https://doi.org/10.1007/978-1-4612-4480-6_3
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4612-8837-4
Online ISBN: 978-1-4612-4480-6
eBook Packages: Springer Book Archive