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A note on stochastic integrators

Published online by Cambridge University Press:  24 October 2008

D. A. Edwards
Mathematical Institute, 24–29 St Giles, Oxford


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.

Research Article
Copyright © Cambridge Philosophical Society 1990

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