A. S. Cherny, “The vector stochastic integral in the first fundamental theorem of the mathematics of finance”, Uspekhi Mat. Nauk, 1998, Volume 53, Issue 4(322),Pages <nobr>221

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Uspekhi Mat. Nauk, 1998 Volume 53, Issue 4(322), Pages 221–222 (Mi rm62)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The vector stochastic integral in the first fundamental theorem of the mathematics of finance

A. S. Cherny

M. V. Lomonosov Moscow State University

MSC: 60H05, 60G44, 60A10

Accepted: 23.07.1998

DOI: 10.4213/rm62

Fulltext: PDF file (200 kB)
References

English version: Russian Mathematical Surveys, 1998, 53:4, 866–867

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