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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 725–737 (Mi tvp3337)  
This article is cited in 21 scientific papers (total in 21 papers)

On extended stochastic integrals

Yu. M. Kabanov

Moscow
Full-text PDF (685 kB) Citations (21)
Abstract: In the paper, a generalization of stochastic integral with respect to a centered Poisson measure is investigated. Recurrent formula for multiple Poisson integrals is obtained and generalized change-of-variables formulas for extended stochastic integrals are proven.
Received: 04.04.1974
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 4, Pages 710–722
DOI: https://doi.org/10.1137/1120080
Bibliographic databases:
Language: Russian
Citation: Yu. M. Kabanov, “On extended stochastic integrals”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 725–737; Theory Probab. Appl., 20:4 (1976), 710–722
Citation in format AMSBIB
\Bibitem{Kab75}
\by Yu.~M.~Kabanov
\paper On extended stochastic integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 4
\pages 725--737
\mathnet{http://mi.mathnet.ru/tvp3337}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=397877}
\zmath{https://zbmath.org/?q=an:0355.60047}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 4
\pages 710--722
\crossref{https://doi.org/10.1137/1120080}
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  • https://www.mathnet.ru/eng/tvp3337
  • https://www.mathnet.ru/eng/tvp/v20/i4/p725
    • This publication is cited in the following 21 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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