scientific article; zbMATH DE number 3640648

zbMath0412.60063MaRDI QIDQ4200960

Marie-France Allain

Publication date: 1978

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1978__14_4_441_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionstochastic integralsapproximation results

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic integrals (60H05)

Related Items (1)

[https://portal.mardi4nfdi.de/wiki/Publication:3317833 Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu]

Cites Work

• Differentiation formulas for stochastic integrals in the plane
• On the relation between ordinary and stochastic differential equations
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Riemann-Stieltjes approximations of stochastic integrals

This page was built for publication: