Abstract
In order to develop an efficient calculus for stochastic integration we need a common framework for pathwise Stieltjes integration and integration with respect to local L 2-martingales. This is most naturally given by the concept of a semimartingale. In the next chapter and in chapter 10 we shall see that semimartingales are very flexible also in other respects.
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© 1990 Springer Fachmedien Wiesbaden
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von Weizsäcker, H., Winkler, G. (1990). Semimartingales and Stochastic Differentials. In: Stochastic Integrals. Advanced Lectures in Mathematics. Vieweg+Teubner Verlag, Wiesbaden. https://doi.org/10.1007/978-3-663-13923-2_7
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DOI: https://doi.org/10.1007/978-3-663-13923-2_7
Publisher Name: Vieweg+Teubner Verlag, Wiesbaden
Print ISBN: 978-3-528-06310-8
Online ISBN: 978-3-663-13923-2
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