A New Representation for Stochastic Integrals and Equations

DOI10.1137/0304028zbMath0143.19002OpenAlexW1973376127MaRDI QIDQ5518901

Rouslan L. Stratonovich

Publication date: 1966

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0304028

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Stochastic analysis (60Hxx)

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