On the Representation of Certain Classes of Stochastic Ito Integrals in the Form of Pathwise Lebesgue Integrals

DOI10.1137/S0040585X97977653zbMath0971.60058OpenAlexW2088401381MaRDI QIDQ2711131

F. S. Nasyrov

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977653

zbMATH Keywords

Brownian motionItô integrallocal timeItô formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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