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On stochastic pseudo-integrals with applications

Author

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  • Agahi, Hamzeh
  • Yadollahzadeh, Milad

Abstract

In this paper, we expand the applicability of stochastic integrals by combining the properties of pseudo-integrals with stochastic integrals and introduce the concept of stochastic pseudo-integrals. As an application, in the class of convex stochastic processes, we give upper and lower bounds of the mean-square stochastic pseudo-integral on a semiring ([a,b],⊕,⊙), thus extending the previous results in stochastic processes.

Suggested Citation

  • Agahi, Hamzeh & Yadollahzadeh, Milad, 2017. "On stochastic pseudo-integrals with applications," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 41-48.
    • Handle: RePEc:eee:stapro:v:124:y:2017:i:c:p:41-48
    DOI: 10.1016/j.spl.2017.01.001
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