2018
DOI: 10.31390/cosa.12.2.07
|View full text |Cite
|
Sign up to set email alerts
|

A Stochastic Integral by a Near-Martingale

Abstract: In this paper we discuss the new stochastic integral in [1] in terms of the Itô isometry. We prove the Doob-Meyer decomposition theorem for near-submartingales in the classes (D) and (DL). Moreover, we introduce a stochastic integral by a near-martingale as an application of the decomposition theorem.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2021
2021
2022
2022

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
(1 citation statement)
references
References 9 publications
0
1
0
Order By: Relevance
“…The Itô isometry based on the new integral for anticipating processes was discussed by Kuo et al [17]. The near-martingale property of anticipating stochastic integral introduced in Kuo et al [16] have been recently studied in Hwang et al [10] and Hibino et al [7].…”
Section: Introductionmentioning
confidence: 99%
“…The Itô isometry based on the new integral for anticipating processes was discussed by Kuo et al [17]. The near-martingale property of anticipating stochastic integral introduced in Kuo et al [16] have been recently studied in Hwang et al [10] and Hibino et al [7].…”
Section: Introductionmentioning
confidence: 99%