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TOWARD A STOCHASTIC CALCULUS, I
Differential equations, deduced by physical theory for systems subjected to practically possible (Lipschitzian) random disturbances, can also be solved for martingale (e.g., Brownian-motion) disturbances by interpreting integrals as Itô integrals. But the two theories are not unified, and disconcert...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
1969
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC223559/ https://ncbi.nlm.nih.gov/pubmed/16591757 |
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