TOWARD A STOCHASTIC CALCULUS, I

DOI10.1073/pnas.63.2.275zbMath0235.60054OpenAlexW4213295693WikidataQ30440123 ScholiaQ30440123MaRDI QIDQ5644858

E. J. Mc Shane

Publication date: 1969

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.63.2.275

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (3)

Toward explaining why events occur ⋮ On the existence and uniqueness of solutions of McShane type stochastic differential equations ⋮ Ito versus Stratonovich

This page was built for publication: TOWARD A STOCHASTIC CALCULUS, I