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arXiv · 2401.06425

Sample path properties of multidimensional integral with respect to stochastic measure

Boris Manikin·Vadym Radchenko
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Abstract

The integral with respect to a multidimensional stochastic measure, for which we assume only $\sigma$-additivity in probability, is studied. The continuity and differentiability of its realizations are established.

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Boris Manikin, Vadym Radchenko. 2024-01-12. Sample path properties of multidimensional integral with respect to stochastic measure. https://doi.org/10.15559/24-vmsta256

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