Ito Integrals

  • Bernt Øksendal
Part of the Universitext book series (UTX)

Abstract

We now turn to the question of finding a reasonable mathematical interpre- tation of the “noise” term in the equation of Problem 1 in the Introduction.

Keywords

Filtration Manifold Lution 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Bernt Øksendal
    • 1
  1. 1.Department of MathematicsUniversity of OsloOsloNorway

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