Analytic formulae for computing stochastic integrals

MaRDI QIDQ3121946zbMATH OpenFDO

Authors D. F. Kuznetsov

Publication date 20 March 2019

Full work available at URL http://diffjournal.spbu.ru/EN/numbers/1998.4/article.1.2.html

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Probability theory and stochastic processes (60-XX)

Recommendations

• scientific article; zbMATH DE number 4140946
• Quasi-integrals and stochastic integration along sample paths
• Cumulant operators and moments of the Itô and Skorohod integrals
• The Itô formula for a new stochastic integral
• Symmetric Integrals and Stochastic Analysis

Cited in

(3)

• scientific article; zbMATH DE number 5354344 (Why is no real title available?)
• scientific article; zbMATH DE number 503483 (Why is no real title available?)
• Reduction formula for moments of stochastic integrals

This page was built for publication: Analytic formulae for computing stochastic integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3121946)