The stochastic integral of noncausal type as an extension of the symmetric integrals (Q4725435): Difference between revisions
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Property / cites work: Quelques propriétés de l’intégrale stochastique du type noncausal / rank | |||
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Property / cites work: On a Riemann definition of the stochastic integral, I / rank | |||
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Property / cites work: Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes / rank | |||
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Revision as of 18:26, 17 June 2024
scientific article; zbMATH DE number 3998903
Language | Label | Description | Also known as |
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English | The stochastic integral of noncausal type as an extension of the symmetric integrals |
scientific article; zbMATH DE number 3998903 |
Statements
The stochastic integral of noncausal type as an extension of the symmetric integrals (English)
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1985
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orthogonal expansion of Brownian paths
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integral of Stratonovich-Fisk
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symmetric integral
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quasi-martingale
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