Stochastic integration on stochastic sets of interval type and applications to mathematical finance

Jia Yue, Ming-Hui Wang, Nan-Jing Huang. Stochastic integration on stochastic sets of interval type and applications to mathematical finance. Commun. Nonlinear Sci. Numer. Simul., 152:109411, 2026. [doi]

Abstract

Abstract is missing.