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Stochastic derivatives and integral equations

Published online by Cambridge University Press:  01 July 2016

Marc A. Berger
Marc A. Berger*
Affiliation:
(Georgia Institute of Technology)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 289
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Berger, M. A. and Mizel, V. J. (1979) Theorems of Fubini type for iterated stochastic integrals. Trans. Amer. Math. Soc. 252, 249–274.Google Scholar
2. Isaacson, D. (1969) Stochastic integrals and derivatives. Ann. Math. Statist. 40, 1610–1616.Google Scholar
3. Ito, K. (1951) Multiple Wiener integral. J. Math. Soc. Japan 3, 157–169.CrossRefGoogle Scholar
4. Ogawa, S. (1970) On a Riemann definition of the stochastic integral I. Proc. Japan Acad. Sci. 46, 153–157.Google Scholar
5. Ogawa, S. (1970) On a Reimann definition of the stochastic integral II. Proc. Japan Acad. Sci. 46, 158–161.Google Scholar