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Stochastic calculus

  • Session 31
  • Conference paper
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International Symposium on Mathematical Problems in Theoretical Physics

Part of the book series: Lecture Notes in Physics ((LNP,volume 39))

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Bibliography

  1. D.L. Fisk, Quasi-martingales and stochastic integrals, Technical Report No. 1, Dept Mathe., Michigan State Univ., 1963.

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  3. H. Kunita and S. Watanabe: On square integrable martingales, Nagoya Math. J. 30 (1967) 209–245.

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  4. R.L. Stratonovich: Conditional Markov processes and their application to optimal control, Elsevier, New York (1968).

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  5. K. Itô, The Brownian motion and tensor fields on Riemannian manifold, Proc. Int. Congress Math. 1962 (Stockholm), 536–539.

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  7. K. Itô, Stochastic parallel displacement, Report of Symposium on Stochastic Differential equations, Univ. Victoria, Canada, to appear in Springer Lecture Note Series.

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  8. D.W. Stroock: On the growth of stochastic integrals, Z. Wahr. 18 (1971) 340–344.

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Huzihiro Araki

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© 1975 Springer-Verlag

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Itô, K. (1975). Stochastic calculus. In: Araki, H. (eds) International Symposium on Mathematical Problems in Theoretical Physics. Lecture Notes in Physics, vol 39. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0013327

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  • DOI: https://doi.org/10.1007/BFb0013327

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07174-7

  • Online ISBN: 978-3-540-37509-8

  • eBook Packages: Springer Book Archive

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