Mean value theorems for stochastic integrals

Annals of Probability

Volumn 29, Issue 1, 2001, Pages 385-410

  Krylov, N V ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Numerical approximations; Stochastic control; Stochastic integrals

Indexed keywords

EID: 0035533102     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1008956335     Document Type: Article

References (20)

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