A variational approach to Itô’s integral.(English)Zbl 0981.60054

Kono, N. (ed.) et al., Trends in probability and related analysis. Proceedings of the symposium on analysis and probability (SAP’98), Taipei, Taiwan, November 23-27, 1998. Singapore: World Scientific Publishing. 291-299 (1999).

MSC:

 60H05 Stochastic integrals