Skorokhod imbedding via stochastic integrals
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 221-224
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topBass, Richard F.. "Skorokhod imbedding via stochastic integrals." Séminaire de probabilités de Strasbourg 17 (1983): 221-224. <http://eudml.org/doc/113441>.
@article{Bass1983,
author = {Bass, Richard F.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Skorokhod imbedding; representation of martingales},
language = {eng},
pages = {221-224},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Skorokhod imbedding via stochastic integrals},
url = {http://eudml.org/doc/113441},
volume = {17},
year = {1983},
}
TY - JOUR
AU - Bass, Richard F.
TI - Skorokhod imbedding via stochastic integrals
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 221
EP - 224
LA - eng
KW - Skorokhod imbedding; representation of martingales
UR - http://eudml.org/doc/113441
ER -
References
top- 1. J.M.C. Clark, The Representation of Functionals of Brownian Motion by Stochastic Integrals, Ann. Math Stat41 (1970) 1282-1295. Zbl0213.19402MR270448
- 2. M.P. Yershov, On Stochastic Equations, Proceedings 2nd Japan-USSR Symposium on Probability Theory. Lec. Notes in Math.330, 527-530, Springer-Verlag, Berlin, 1973. Zbl0267.60049MR448507
- 3. K. Yosida, Lectures on Differential and Integral Equations, Interscience, New York, 1960. Zbl0090.08401MR118869
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