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Teoriya Veroyatnostei i ee Primeneniya, 1999, Volume 44, Issue 2, Pages 450–455
DOI: https://doi.org/10.4213/tvp780 (Mi tvp780) 		 
Short Communications

On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals

F. S. Nasyrov

Ufa State Aviation Technical University
Full-text PDF (339 kB)
DOI: https://doi.org/10.4213/tvp780
Abstract: We obtained a representation of the Ito integral in the form of the Lebesgue integral and a generalization of the Ito formula. It is proved that a monotone permutation of paths of the Wiener process is absolutely continuous.
Keywords: Ito integral, local times, Ito formula.
Received: 17.12.1996
Revised: 15.07.1998
English version:
Theory of Probability and its Applications, 2000, Volume 44, Issue 2, Pages 404–409
DOI: https://doi.org/10.1137/S0040585X97977653
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: F. S. Nasyrov, “On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 450–455; Theory Probab. Appl., 44:2 (2000), 404–409
Citation in format AMSBIB
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\paper On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals
\jour Teor. Veroyatnost. i Primenen.
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\pages 450--455
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\transl
\jour Theory Probab. Appl.
\yr 2000
\vol 44
\issue 2
\pages 404--409
\crossref{https://doi.org/10.1137/S0040585X97977653}
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