Sample path properties of stochastic integrals, and stochastic differentiation
Author:
Affiliation:
1. a Statistical Laboratory , 16 Mill Lane, Cambridge, UK CB2 1SB
2. b Mathematics Department , University of British Columbia , Vancouver, B.C, Canada
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508908833579
Reference18 articles.
1. Skew brownian motion and a one dimensional stochastic differential equation
2. Brownian motion at a slow point
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Stochastic integral representations, stochastic derivatives and minimal variance hedging;Stochastics and Stochastic Reports;2002-01
2. On pathwise uniqueness and expansion of filtrations;Lecture Notes in Mathematics;1990
3. Derivation par rapport au processus de bessel;Lecture Notes in Mathematics;1990
4. Brownian motion at a slow point;Transactions of the American Mathematical Society;1986
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