A note on stochastic integrators
Published online by Cambridge University Press: 24 October 2008
Extract
The object of this paper is to show that some important classes of stochastic processes can be proved to be stochastic integrators, in the sense of Bichteler[1], by entirely elementary methods. Let us recall what this means.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 107 , Issue 2 , March 1990 , pp. 395 - 400
- Copyright
- Copyright © Cambridge Philosophical Society 1990
References
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