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)

• Stochastic holomorphy
• Sample path properties of stochastic integrals, and stochastic differentiation
• Stochastic integral representations, stochastic derivatives and minimal variance hedging
• 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
• On a Subclass of Square Integrable Martingales
• Derivative of certain stochastic integrals with anticipating integrands

This page was built for publication: Stochastic Integrals and Derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5571968)