ON THE RELATION BETWEEN THE STRATONOVICH AND ITO INTEGRALS WITH INTEGRANDS OF DELAYED ARGUMENT
From MaRDI portal
Publication:4854146
DOI10.1515/dema-1995-0225zbMath0838.60046MaRDI QIDQ4854146
Antoni Leon Dawidowicz, Krystyna Twardowska
Publication date: 27 May 1996
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-1995-0225
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
Related Items