The log log law for multidimensional stochastic integrals and diffusion processes
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Publication:5624481
DOI10.1017/S0004972700047328zbMath0219.60047WikidataQ114850032 ScholiaQ114850032MaRDI QIDQ5624481
Publication date: 1971
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic integrals (60H05)
Related Items (5)
Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Approximation for diffusion in random fields ⋮ Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems ⋮ Continuity properties of Hilbert space valued martingales ⋮ Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
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