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On Stochastic Integration and Differentiation

On Stochastic Integration and Differentiation 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

On Stochastic Integration and Differentiation

Acta Applicandae Mathematicae , Volume 58 (3) – Oct 2, 2004

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References (1)

Publisher
Springer Journals
Copyright
Copyright © 1999 by Kluwer Academic Publishers
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1023/A:1006301024833
Publisher site
See Article on Publisher Site

Abstract

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.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Oct 2, 2004

There are no references for this article.