Interchanging the order of differentiation and stochastic integration

Conditions are given under which the order of differentiation with respect to a parameter and integration with respect to a locally square-integrable martingale may be interchanged.

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Year of publication:	1984
Authors:	Hutton, James E. ; Nelson, Paul I.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 18.1984, 2, p. 371-377
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875040