Part of the Applications of Mathematics book series (SMAP, volume 45)
Localization and Itô’s Integral
If f: ℝ → ℝ is a continuous function, then any truly convenient theory of stochastic integration should have no trouble with the definition of the integral
KeywordsBrownian Motion Gaussian Process Dominate Convergence Theorem Standard Brownian Motion Local Martingale
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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© Springer-Verlag New York, Inc. 2001