A comparison of stochastic integrals
From MaRDI portal
Publication:1256804
DOI10.1214/aop/1176995088zbMath0404.60062OpenAlexW2092260501MaRDI QIDQ1256804
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995088
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Related Items
The Riemann approach to stochastic integration using non-uniform meshes, The Non-uniform Riemann Approach to Anticipating Stochastic Integrals, On Volterra equations driven by semimartingales, Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model, Elementary processes for Itô integral against cylindrical Wiener process, The Kurzweil-Henstock theory of stochastic integration, A representation free quantum stochastic calculus, On Henstock method to Stratonovich integral with respect to continuous semimartingale, ? p stability of solutions of stochastic differential equations, ? p stability of solutions of stochastic differential equations, On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula, Modeling and approximation of stochastic differential equations driven by semimartingales†, Forward and backward semimartingale models for gaussian processes with stationary increments
