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On a Riemann definition of the stochastic integral. II. (English) Zbl 0209.48701


MSC:

60H05 Stochastic integrals
60G99 Stochastic processes

Citations:

Zbl 0209.48605
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References:

[1] K. Ito: Probability Theory (in Japanese). Iwanami-Shoten, Tokyo. · Zbl 1341.68095
[2] R. L. Stratonovich: A new representation for stochastic integral and equations. J. SIAM Control, 4 (2) (1966). · Zbl 0143.19002 · doi:10.1137/0304028
[3] S. Ogawa: On a partial differential equation including the white noise as its coefficient and its Cauchy problem (to appear). · Zbl 1320.57030
[4] E. Wong and Zakai, M.: On the relation between ordinary and stochastic differential equations. Technical Report of Electronics Research Labo. in Calif. Univ. Berkeley. Report no. 64-26. · Zbl 0131.16401 · doi:10.1016/0020-7225(65)90045-5
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