Sample path properties of stochastic integrals, and stochastic differentiation
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Publication:3031723
DOI10.1080/17442508908833579zbMath0689.60050OpenAlexW1964568806MaRDI QIDQ3031723
Martin T. Barlow, Edwin A. Perkins
Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833579
Brownian motionmodulus of continuitystochastic differentiationstochastic integralpathwise uniquenessestimate for the remainder in the first-order Taylor expansion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Sample path properties (60G17) Stochastic integrals (60H05)
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