Interchanging the order of differentiation and stochastic integration

DOI10.1016/0304-4149(84)90307-7zbMath0551.60057OpenAlexW2047021099MaRDI QIDQ801399

Paul I. Nelson, James E. Hutton

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90307-7

zbMATH Keywords

differentiation with respect to a parameter

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites Work

• Martingales dépendant d'un paramètre: une formule d'Ito
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