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Showing 1 to 1 of 1 for “"near-martingales"”.
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A new theory of stochastic integration
… are obtained. We first introduce the concept of near-martingale for non-adapted stochastic processes. This concept is a generalization of the martingale property for adapted stochastic processes in the It\^o theory. We prove a special case of It\^o isometry for the stochastic integral of certain …