##### CHAPTER 1 - STOCHASTIC INTEGRAL WITH RESPECT TO π-PROCESSES

Review articleOpen access###### Michel Metivier - No affiliation found

**1980/01/01**DOI: 10.1016/B978-0-12-491450-6.50007-1

*Simple chapter***Journal:**

##### Abstract:

Publisher SummaryThis chapter focuses on stochastic integral with respect to π processes. It describes the stochastic integral with respect to a class of processes, called π-processes, that satisfy some domination property. The chapter reviews the basic notions and properties related to stochastic processes and also highlights the L2-π-processes and π-processes. It presents the definition of stochastic basis and reviews stopping times and associated σ-algebras. The chapter reviews stochastic intervals, definitions of processes, and Cadlag notation. It presents the examples of Brownian motion and Poisson processes. The chapter discusses predictable sets and processes along with localization and prelocalization.

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