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.

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