On an Identity for Stochastic Integrals

Publisher Website

1 September 1973

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications

Vol. 17 (4) , 717-720
https://doi.org/10.1137/1117088

Abstract

No abstract available

This publication has 7 references indexed in Scilit:

Stochastic Differential Equations
Published by Springer Nature ,1972
On Stopping Times for a Wiener Process
Theory of Probability and Its Applications, 1971
Extrapolation and interpolation of quasi-linear operators on martingales
Acta Mathematica, 1970
Explicit Solutions to Some Problems of Optimal Stopping
The Annals of Mathematical Statistics, 1969
On Square Integrable Martingales
Nagoya Mathematical Journal, 1967
ON CONTINUOUS MARTINGALES
Proceedings of the National Academy of Sciences, 1965
On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
Theory of Probability and Its Applications, 1960