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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 844–848
(Mi tvp3987)
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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
On a formula from the theory of gaussian measures and on estimation of stochastic integrals
Yu. L. Daletskiia, S. N. Paramonova a Kiev
Abstract:
The paper deals with a stochastic integral relative to a random normally distributed measure which has applications in the theory of differential equations with random coefficients.
New formulas of the integration-by-parts type are obtained which enable extending the definition of the integral to a wider class of functions as compared with previous investigations.
Received: 27.11.1973
Citation:
Yu. L. Daletskii, S. N. Paramonova, “On a formula from the theory of gaussian measures and on estimation of stochastic integrals”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 844–848; Theory Probab. Appl., 19:4 (1975), 812–817
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https://www.mathnet.ru/eng/tvp3987 https://www.mathnet.ru/eng/tvp/v19/i4/p844
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Abstract page: | 186 | Full-text PDF : | 87 |
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