Stochastic integrals for nonprevisible,multiparameter processes |
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| Authors: | David Betounes Mylan Redfern |
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| Institution: | (1) Mathematics Department, University of Southern Mississippi, 39406-5045 Hattiesburg, MS, USA |
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| Abstract: | We develop a general theory for stochastic integrals of generalized stochastic processesX(t), depending on multidimensional time, within the framework of the space of Wiener distributions (D
*). |
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| Keywords: | Stochastic integrals Multiparameter Generalized processes |
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