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 ;
摘要
引用
收藏
页码:157 / 166
页数:10
相关论文
共 5 条
  • [1] [Anonymous], 1975, STOCHASTIC DIFFERENT
  • [2] REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS
    CLARK, JMC
    [J]. 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