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ArticleStochastic differentials

K. It�1975

Article1975

Stochastic differentials

66 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1965On the relation between ordinary and stochastic differential equations 1967On Square Integrable Martingales 2006Intégrales stochastiques I 1965Quasi-Martingales

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1977A Class of Approximations of Brownian Motion 1980On the representation of solutions of stochastic differential equations 1981A differential geometric formalism for the ito calculus 2016On the Equivalence of Probability Spaces 1996Itô’s Stochastic Calculus and Probability Theory

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2002Intégrales Stochastiques par Rapport aux Martingales Localeschapter · 2 shared references 1981Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measureschapter · 2 shared references 2004A short history of stochastic integration and mathematical finance: the early years, 1880–1970chapter · 2 shared references 1976Orthogonal functionals of independent-increment processesarticle · 2 shared references 1971Representation of Martingales, Quadratic Variation and Applicationsarticle · 2 shared references 1989Pathwise stochastic integration and applications to the theory of continuous tradingarticle · 2 shared references

Details

Year1975

Typearticle

Published1975-12-01

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations66

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01447959

openalex_workW4247592965

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