On the Approximation of Ito Integrals Using Band-Limited Processes
- 1 May 1974
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 12 (2) , 237-251
- https://doi.org/10.1137/0312018
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Stochastic Differential Systems IPublished by Springer Nature ,1973
- Stochastic Control: A Function Space ApproachSIAM Journal on Control, 1972
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951