Korean Journal of Mathematics

  • 제29권3호
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  • Pages.639-647
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  • 2021
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  • 1976-8605(pISSN)
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  • 2288-1433(eISSN)
강원경기수학회 (The Kangwon-Kyungki Mathematical Society)
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REPRODUCING KERNEL HILBERT SPACE BASED ON SPECIAL INTEGRABLE SEMIMARTINGALES AND STOCHASTIC INTEGRATION

  • 투고 : 2021.02.23
  • 심사 : 2021.09.19
  • 발행 : 2021.09.30
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⟨ 이전 논문 다음 논문 ⟩

초록

In this paper, we consider the integral of a stochastic process with respect of a sequence of square integrable semimartingales. By this integrals, we construct a reproducing kernel Hilbert space and study the correspondence between this space with the concepts of arbitrage and viability in mathematical finance.

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과제정보

This research was carried out while the first author was visiting the University of Alberta. The author is grateful to professor Tahir Choulli and other colleagues on department of mathematical and statistical sciences for their kind hosting.

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