Functionals of diffusion processes as stochastic integrals
- 1 January 1980
- journal article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 87 (1) , 157-166
- https://doi.org/10.1017/s0305004100056590
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- On the integral representation of functionals of ltd processestStochastics, 1980
- Functionals of Itô Processes as Stochastic IntegralsSIAM Journal on Control and Optimization, 1978
- The Representation of Functionals of Brownian Motion by Stochastic IntegralsThe Annals of Mathematical Statistics, 1970