EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Ito's formula stochastic integral"
Narrow search

Narrow search

Year of publication
Subject
All
Ito's formula stochastic integral 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Pérez, Josefa Linares 1
Published in...
All
Statistics & Probability Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
Pérez, Josefa Linares - In: Statistics & Probability Letters 18 (1993) 2, pp. 129-135
Let W(t) be a G-valued Brownian motion with covariance operator . Stochastic integrals [integral operator]t0[xi](s) dW(s) are defined for non-anticipating H-valued processes. A version of Itô's formula for functions of stochastic processes defined in terms of stochastic integrals [integral...
Persistent link: https://www.econbiz.de/10005319651
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...