Stochastic Integrals and Derivatives

DOI10.1214/AOMS/1177697376MaRDI QIDQ5571968zbMATH OpenOpenAlexFDO

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
• Stochastic integral representations, stochastic derivatives and minimal variance hedging
• Sample path properties of stochastic integrals, and stochastic differentiation
• Solvability of a stochastic differential equation with nonlocal and integral conditions
• Continuous dependence of the solution of random fractional-order differential equation with nonlocal conditions
• Stochastic holomorphy
• Derivative of certain stochastic integrals with anticipating integrands

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