A Technique of Finding the Variance of a Stochastic Integral Equation

DOI10.1177/0008068319930301zbMath0810.60057OpenAlexW2512741564MaRDI QIDQ4311621

Pranab Kumar Sen, Robert Bartoszyński

Publication date: 22 November 1994

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319930301

zbMATH Keywords

stochastic integral equationItô equationvariance of the solution

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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