scientific article; zbMATH DE number 3640648

MaRDI QIDQ4200960zbMATH OpenFDO

Authors Marie-France Allain

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=AIHPB_1978__14_4_441_0, https://eudml.org/doc/77103

zbMATH Keywords

approximation resultsBrownian motionstochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic approximation (62L20)

Cites work

• Differentiation formulas for stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• On the relation between ordinary and stochastic differential equations
• Riemann-Stieltjes approximations of stochastic integrals

Cited in

(1)

• Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu

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