Stochastic integral equations without probability

@article{Mikosch2000StochasticIE,
  title={Stochastic integral equations without probability},
  author={Thomas Mikosch and Rimas Norvaisa},
  journal={Bernoulli},
  year={2000},
  volume={6},
  pages={401-434}
}
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved. Boundedness of the p-variation for some 0 <p <2 is the only condition on the driving stochastic process. Typical examples of such processes are infinite-variance stable Levy motion, hyperbolic Levy motion, normal inverse Gaussian processes, and fractional Brownian motion. The approach used in the paper is based on a chain rule… 

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