Stochastic Integrals and Derivatives

DOI10.1214/AOMS/1177697376zbMATH Open0181.43504OpenAlexW2053376315MaRDI QIDQ5571968FDOQ5571968

Authors: Dean L. Isaacson 

Publication date: 1969

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697376

zbMATH Keywords

probability theory

Cited In (7)

• On a Subclass of Square Integrable Martingales
• Title not available (Why is that?)
• Stochastic integral representations, stochastic derivatives and minimal variance hedging
• Sample path properties of stochastic integrals, and stochastic differentiation
• Continuous dependence of the solution of random fractional-order differential equation with nonlocal conditions
• Derivative of certain stochastic integrals with anticipating integrands
• Stochastic holomorphy

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