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Stochastic derivatives and integral equations

Published online by Cambridge University Press:  01 July 2016

Marc A. Berger*
Affiliation:
(Georgia Institute of Technology)

Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Berger, M. A. and Mizel, V. J. (1979) Theorems of Fubini type for iterated stochastic integrals. Trans. Amer. Math. Soc. 252, 249274.Google Scholar
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3. Ito, K. (1951) Multiple Wiener integral. J. Math. Soc. Japan 3, 157169.CrossRefGoogle Scholar
4. Ogawa, S. (1970) On a Riemann definition of the stochastic integral I. Proc. Japan Acad. Sci. 46, 153157.Google Scholar
5. Ogawa, S. (1970) On a Reimann definition of the stochastic integral II. Proc. Japan Acad. Sci. 46, 158161.Google Scholar