Sample path properties of multidimensional integral with respect to stochastic measure
Volume 11, Issue 4 (2024), pp. 421–437
Pub. online: 30 May 2024
Type: Research Article
Open Access
Open Access
Received
11 January 2024
11 January 2024
Revised
24 March 2024
24 March 2024
Accepted
30 April 2024
30 April 2024
Published
30 May 2024
30 May 2024
Abstract
The integral with respect to a multidimensional stochastic measure, assuming only its σ-additivity in probability, is studied. The continuity and differentiability of realizations of the integral are established.
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