Riemann integration on complex brownian paths

DOI10.1080/07362999208809274zbMath0758.60050OpenAlexW1979498253MaRDI QIDQ4013515

Jan Ubøe

Publication date: 27 September 1992

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809274

zbMATH Keywords

stochastic integralscomplex valued processesrelationship between the Itô and the Stratonovich integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Complex valued multiparameter stochastic integrals

Cites Work

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• Conformal martingales
• On the gap between deterministic and stochastic ordinary differential equations
• A New Representation for Stochastic Integrals and Equations
• Riemann-Stieltjes approximations of stochastic integrals

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