Functionals of Itô Processes as Stochastic Integrals
- 1 March 1978
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 16 (2), 252-269
- https://doi.org/10.1137/0316016
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the Stochastic Maximum PrincipleSIAM Journal on Control and Optimization, 1978
- Distribution Function Inequalities for MartingalesThe Annals of Probability, 1973
- Correction Notes: Correction to "The Representation of Functionals of Brownian Motion by Stochastic Integrals"The Annals of Mathematical Statistics, 1971
- The Representation of Functionals of Brownian Motion by Stochastic IntegralsThe Annals of Mathematical Statistics, 1970