Generalized integration and stochastic ODEs

Annals of Probability

Volumn 30, Issue 1, 2002, Pages 270-292

  Flandoli, Franco ^a   Russo, Francesco ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

Finite quadratic variation process; Forward stochastic integration; Generalized It Wentsell formula

Indexed keywords

EID: 0035993046     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1020107768     Document Type: Article

References (29)

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