We give a condition under which the componentwise stochastic integration with respect to a given R-super-"d"-valued continuous local martingale coincides with the more general vector stochastic integration defined by Jacod (1979). We then provide a result on the equivalence between the vector...

We investigate the term structure of zero coupon bonds when interest rates are driven by a general marked point process as well as by a Wiener process. Developing a theory that allows for measure-valued trading portfolios, we study existence and uniqueness of a martingale measure. We also study...