Generalized integration and stochastic ODEs
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Publication:1872259
DOI10.1214/aop/1020107768zbMath1022.60054MaRDI QIDQ1872259
Francesco Russo, Franco Flandoli
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1020107768
finite quadratic variation process; forward stochastic integration; generalized Itô-Wentzell formula
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
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