Une construction d'une int\'egrale relativement \`a un processus al\'eatoire
Probability
2012-02-21 v1
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.
Keywords
Cite
@article{arxiv.1202.4352,
title = {Une construction d'une int\'egrale relativement \`a un processus al\'eatoire},
author = {Ludovic Valet},
journal= {arXiv preprint arXiv:1202.4352},
year = {2012}
}
Comments
132 pages, r\'edaction non termin\'ee, synth\`ese de travail de recherche doctorale