The purpose of this short note is to provide a different proof of the Ansel and Stricker’s lemma, which also allows us to give a formulation of this result for the stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a continuous parameter.
De Donno, M., M., P., On a lemma by Ansel and Stricker, Lecture Notes in Mathematics. Seminaire de Probabilites XL, Springer Verlag, Berline 2007 <<LECTURE NOTES IN MATHEMATICS>>, 1899: 411-414. 10.1007/978-3-540-71189-6_22 [http://hdl.handle.net/10807/168923]
On a lemma by Ansel and Stricker
De Donno, Marzia;
2007
Abstract
The purpose of this short note is to provide a different proof of the Ansel and Stricker’s lemma, which also allows us to give a formulation of this result for the stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a continuous parameter.
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