Abstract
In this Section we present definitions and results related to the theory of stochastic integration which will be used frequently in what follows. Proofs can be found in the books listed in the Bibliography.
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© 1979 Springer-Verlag New York Inc.
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Gihman, I.I., Skorohod, A.V. (1979). Controlled Stochastic Differential Equations. In: Controlled Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-6202-2_3
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DOI: https://doi.org/10.1007/978-1-4612-6202-2_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6204-6
Online ISBN: 978-1-4612-6202-2
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