XV: 08, 142-142, LNM 850 (1981)
MEYER, Paul-André
Une question de théorie des processus (
Stochastic calculus)
It is remarked that the stochastic integrals that appear in stochastic differential geometry are of a particular kind, and asked whether the theory could be developed for processes belonging to a larger class than semimartingales
Comment: For recent work in this area, see T. Lyons' article in
Rev. Math. Iberoamericana 14 (1998) on differential equations driven by non-smooth functions
Keywords: SemimartingalesNature: Open question
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