Functionals of Itô Processes as Stochastic Integrals

DOI10.1137/0316016zbMath0375.60070OpenAlexW1967254555MaRDI QIDQ4155580

Ulrich G. Haussmann

Publication date: 1978

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0316016

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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