On an Identity for Stochastic Integrals
- 1 September 1973
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 17 (4), 717-720
- https://doi.org/10.1137/1117088
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Stochastic Differential EquationsPublished by Springer Science and Business Media LLC ,1972
- On Stopping Times for a Wiener ProcessTheory of Probability and Its Applications, 1971
- Extrapolation and interpolation of quasi-linear operators on martingalesActa Mathematica, 1970
- Explicit Solutions to Some Problems of Optimal StoppingThe Annals of Mathematical Statistics, 1969
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967
- ON CONTINUOUS MARTINGALESProceedings of the National Academy of Sciences of the United States of America, 1965
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960