Differentiation formulas for stochastic integrals in the plane
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Publication:1244567
DOI10.1016/0304-4149(78)90031-5zbMath0372.60078OpenAlexW2063775065MaRDI QIDQ1244567
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90031-5
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05)
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Cites Work
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- Stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
- The sample function continuity of stochastic integrals in the plane
- An extension of stochastic integrals in the plane
- A likelihood ratio formula for two-dimensional random fields
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Some Sample Function Properties of the Two-parameter Gaussian Process
