A comparison of the Ito and Stratonovich formulations of problems in finance
| Year of publication: |
1981
|
|---|---|
| Authors: | Sethi, Suresh P. ; Lehoczky, John P. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 3.1981, 1, p. 343-356
|
| Publisher: |
Elsevier |