Abstract
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
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© 2001 Springer-Verlag New York, Inc.
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Steele, J.M. (2001). Localization and Itô’s Integral. In: Stochastic Calculus and Financial Applications. Applications of Mathematics, vol 45. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9305-4_7
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DOI: https://doi.org/10.1007/978-1-4684-9305-4_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2862-7
Online ISBN: 978-1-4684-9305-4
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