A two-sided stochastic integral and its calculus

Author:

Pardoux E.,Protter P.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference18 articles.

1. Lect. Notes Math.;J.M. Bismut,1981

2. Berger, M., Mizel, V.: An extension of the stochastic integral. Ann. Probab. 10, 435–450 (1982)

3. Lect. Notes Math.;H. Föllmer,1981

4. Gihman, I.I., Skorohod, A.V.: Stochastic differential equations. Berlin Heidelberg New York: Springer 1972

5. Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Amsterdam Tokyo: North Holland/Kodanska 1981

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