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arXiv · 1202.2766

Une g\'en\'eralisation de la notion d'int\'egrale it\'er\'ee relativement \`a un processus al\'eatoire

Ludovic Valet
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Abstract

In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.

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Ludovic Valet. 2012-02-10. Une g\'en\'eralisation de la notion d'int\'egrale it\'er\'ee relativement \`a un processus al\'eatoire. https://arxiv.org/abs/1202.2766

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