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.

引用

页码：231 / 235

页数：4