共 3 条
- [1] Karatzas J.(1991)An extension of Clark's formula Stochastics 37 127-131
- [2] Ocone D. L.(undefined)undefined undefined undefined undefined-undefined
- [3] Li J.(undefined)undefined undefined undefined undefined-undefined
On Stochastic Integration and Differentiation
被引：0
作者：
G. Di Nunno
Yu. A. Rozanov
机构：
[1] Università di Pavia,Dipartimento di Matematica
[2] I.A.M.I.-C.N.R.,undefined
[3] Steklov Mathematical Institute,undefined
来源：
Acta Applicandae Mathematica
|
1999年
/
58卷
关键词：
measurable modification;
stochastic integration;
Ito martingale representation;
stochastic differentiation;
Clark"s formula;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In a standard integration scheme for a measurable/integrable modification existence, a certain criterion is suggested. It is also shown, how a stochastic differential can be determined for a given stochastic function.
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页码：231 / 235
页数：4
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