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Stochastic differentials of continuous local quasi-martingales

  • Kiyosi Itô
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)

Keywords

Brownian Motion Stochastic Differential Equation Local Martingale Nagoya Math Classical Diffusion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Courrège, Ph., Intégrales stochastiques et martingales de carré intégrable. Séminaire Brelot-Choquet-Deny (théorie du potential) 7e année, 1962–63, exposé 7.Google Scholar
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    Fisk, D.L., Quasi-martingales. Trans. Amer. Math. Soc., 120 (1965), 369–389.MathSciNetCrossRefzbMATHGoogle Scholar
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    Itô, K., On a formula concerning stochastic differentials. Nagoya Math. J. 3 (1951), 55–65.MathSciNetCrossRefzbMATHGoogle Scholar
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    Kunita, H. and Watanabe, S., On square integrable martingales. Nagoya Math. J. 30 (1967) 209–245.MathSciNetCrossRefzbMATHGoogle Scholar
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    McKean, H.P., Jr., Stochastic integrals, Acad. Press. New York and London, 1969.zbMATHGoogle Scholar
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    Meyer, P.A., Integral stochastiques. I–IV., Lecture Notes in Math. (Springer) 39 Sem. de Prob. (1967), 72–162.Google Scholar
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    Orey, S., F-processes. Proc. Fifth Berkeley Symp. on Stat. and Prob. 2 (1965) 301–313.MathSciNetGoogle Scholar
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    Rao, K.M., Quasi-martingales. Math Scand. 24 (1969) 79–92.MathSciNetzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Kiyosi Itô
    • 1
  1. 1.Cornell UniversityUSA

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