REPRODUCING KERNEL HILBERT SPACE BASED ON SPECIAL INTEGRABLE SEMIMARTINGALES AND STOCHASTIC INTEGRATION

被引：3
|
作者：
Sababe, Saeed Hashemi [1 ]
Yazdi, Maryam [1 ]
Shabani, Mohammad Mehdi [2 ]
机构：
[1] Islamic Azad Univ, Malard Branch, Young Researchers & Elite Club, Malard, Iran
[2] Imam Ali Univ, Fac Sci, Tehran, Iran
来源：
KOREAN JOURNAL OF MATHEMATICS | 2021年 / 29卷 / 03期
关键词：
stochastic integration; continuous semimartingales; reproducing kernels; FUNDAMENTAL THEOREM; ARBITRAGE; BANACH;
D O I：
10.11568/kjm.2021.29.3.639
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we consider the integral of a stochastic process with respect of a sequence of square integrable semimartingales. By this integrals, we construct a reproducing kernel Hilbert space and study the correspondence between this space with the concepts of arbitrage and viability in mathematical finance.
引用
收藏
页码：639 / 647
页数：9
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