Representations of Itô Processes
- 1 January 1972
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 17 (1) , 165-169
- https://doi.org/10.1137/1117016
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Decomposition of supermartingales: The uniqueness theoremIllinois Journal of Mathematics, 1963
- A decomposition theorem for supermartingalesIllinois Journal of Mathematics, 1962