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- W2018449926 abstract "Abstract In the framework of the theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, introduced by De Donno and Pratelli as a mathematical background to the theory of bond markets, we analyze a special class of integrands that preserve some nice properties of the finite-dimensional stochastic integral. In particular, we focus our attention on the class of processes considered by Mikulevicius and Rozovskii for the case of a locally square integrable cylindrical martingale and which includes an appropriate set of measure-valued processes." @default.
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- W2018449926 date "2007-11-01" @default.
- W2018449926 modified "2023-09-24" @default.
- W2018449926 title "On a Class of Generalized Integrands" @default.
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- W2018449926 doi "https://doi.org/10.1080/07362990701567272" @default.
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