On pathwise stochastic integration-Reference-Cited by-同舟云学术

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On pathwise stochastic integration

Published:1995-05 Issue:1 Volume:57 Page:11-18
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

Reference10 articles.

1. Stochastic integration and Lp-theory of stochastic integration;Bichteler;Ann. Prob.,1981

2. Calcul stochastique et problémes de martingales;Jacod,1979

3. Pathwise solution of stochastic differential equations;Karandikar;Sankhya A,1981

4. On quadratic variation process of a continuous martingales;Karandikar;Illinois J. Math.,1983

5. Stochastic integration w.r.t. continuous local martingales;Karandikar;Stochastic Process. Appl.,1983

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