Stochastic differentials

DOI10.1007/BF01447959zbMath0325.60057MaRDI QIDQ1225395

Kiyosi Itô

Publication date: 1975

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

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Cites Work

• Unnamed Item
• On the relation between ordinary and stochastic differential equations
• Quasi-Martingales
• Martingale Integrals
• On Square Integrable Martingales
• On the growth of stochastic integrals