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arXiv · 1709.05890

On stochastic integrals with controlled growth of their containing range

Nikolai Dokuchaev
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Abstract

This short note suggests special examples of stochastic Ito integrals with controlled growth of their containing range. The integrands for this integrals are presented explicitly. The construction does not involve neither stopping times nor forecasting or calculation of the conditional expectations of a contingent claim

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Nikolai Dokuchaev. 2017-09-18. On stochastic integrals with controlled growth of their containing range. https://arxiv.org/abs/1709.05890

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