IDENTITY FOR STOCHASTIC INTEGRALS

被引：0

|

作者：

NOVIKOV, AA

机构：

来源：

TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA | 1972年 / 17卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

下载

收藏

页码：761 / &

相关论文

共 50 条

[21] POSITIVE KERNELS AND STOCHASTIC INTEGRALS
BERGER, MA
SIAM JOURNAL ON APPLIED MATHEMATICS, 1979, 37 (03) : 614 - 618
[22] On the combinatorics of iterated stochastic integrals
Jamshidian, Farshid
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2011, 83 (01) : 1 - 15
[23] STOCHASTIC INTEGRALS IN RIEMANN MANIFOLDS
DUNCAN, TE
JOURNAL OF MULTIVARIATE ANALYSIS, 1976, 6 (03) : 397 - 413
[24] A Heisenberg inequality for stochastic integrals
Mueller, C
Stan, A
JOURNAL OF THEORETICAL PROBABILITY, 2005, 18 (01) : 291 - 315
[25] PATH INTEGRALS IN STOCHASTIC ELECTRODYNAMICS
PESQUERA, L
SANTOS, E
LETTERE AL NUOVO CIMENTO, 1979, 25 (09): : 287 - 288
[26] CONVERGENCE IN DISTRIBUTION OF STOCHASTIC INTEGRALS
BROWN, M
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (03): : 829 - &
[27] Quantum Stochastic Integrals as Operators
Andrzej Łuczak
International Journal of Theoretical Physics, 2010, 49 : 3176 - 3184
[28] Efficient discretization of stochastic integrals
Fukasawa, Masaaki
FINANCE AND STOCHASTICS, 2014, 18 (01) : 175 - 208
[29] Stochastic integrals and adjoint derivatives
Di Nunno, Giulia
Rozanov, Yuri A.
STOCHASTIC ANALYSIS AND APPLICATIONS, 2007, 2 : 265 - +
[30] THE APPROXIMATION OF MULTIPLE STOCHASTIC INTEGRALS
KLOEDEN, PE
PLATEN, E
WRIGHT, IW
STOCHASTIC ANALYSIS AND APPLICATIONS, 1992, 10 (04) : 431 - 441

← 1 2 3 4 5 →