scientific article; zbMATH DE number 850338

MaRDI QIDQ4866362zbMATH OpenFDO

Authors N. V. Norin

Publication date 17 March 1996

zbMATH Keywords

Itô formulanonanticipating kernelquadratic variationstochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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