The limits of stochastic integrals of differential forms

DOI10.1214/aop/1022677253zbMath0969.60078OpenAlexW2082370800MaRDI QIDQ1807188

Lucretiu Stoica, Terence J. Lyons

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677253

zbMATH Keywords

singular integralpath integralstochastic integralmartingale decompositionLyons-Zheng decomposition

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60) Stochastic integrals (60H05)

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