Stochastic differentials of continuous local quasi-martingales

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


Brownian Motion Stochastic Differential Equation Local Martingale Nagoya Math Classical Diffusion 
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Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Kiyosi Itô
    • 1
  1. 1.Cornell UniversityUSA

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