collaborators

1 paper

math.PR2023

Stochastic Integrals on Predictable Sets of Interval Type with Financial Applications

Jia Yue, Ming-Hui Wang, Nan-Jing Huang

In this paper, by extending the classic stochastic integrals, we investigate three kinds of more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of i…