FUNCTIONALS OF DIFFUSION-PROCESSES AS STOCHASTIC INTEGRALS

被引:22
作者
DAVIS, MHA
机构
关键词
D O I
10.1017/S0305004100056590
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:157 / 166
页数:10
相关论文
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[Anonymous], 1975, STOCHASTIC DIFFERENT
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ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04) :1282-&
[3]  
Haussmann U. G., 1979, Stochastics, V3, P17, DOI 10.1080/17442507908833134
[4]  
HAUSSMANN UG, 1978, SIAM J CONTROL OPTIM, V16, P252, DOI 10.1137/0316016
[5]  
Loeve M., 1977, PROBABILITY THEORY