Stochastic integration w.r.t. continuous local martingales-Reference-Cited by-同舟云学术

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Stochastic integration w.r.t. continuous local martingales

Published:1983-07 Issue:2 Volume:15 Page:203-209
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Karandikar Rajeeva L.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference8 articles.

1. Lectures on Stochastic Processes;Ito,1960

2. Introduction to stochastic differential equations;Ito,1976

3. Stochastic Filtering Theory;Kallianpur,1980

4. Pathwise solutions of stochastic differential equations;Karandikar;Sankhyā Ser. A,1981

5. On quadratic variation process of a continuous martingale;Karandakar;Illinois J. Math.,1983

Cited by 5 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. Remarks on the stochastic integral;Indian Journal of Pure and Applied Mathematics;2017-12

2. On quadratic variation of martingales;Proceedings - Mathematical Sciences;2014-08

3. Stochastic Integrals;Encyclopedia of Statistical Sciences;2006-08-15

4. On pathwise stochastic integration;Stochastic Processes and their Applications;1995-05

5. Embedding a stochastic difference equation into a continuous-time process;Stochastic Processes and their Applications;1989-08

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