Keywords
- Brownian Motion
- Stochastic Differential Equation
- Local Martingale
- Nagoya Math
- Classical Diffusion
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.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Courrège, Ph., Intégrales stochastiques et martingales de carré intégrable. Séminaire Brelot-Choquet-Deny (théorie du potential) 7e année, 1962–63, exposé 7.
Fisk, D.L., Quasi-martingales. Trans. Amer. Math. Soc., 120 (1965), 369–389.
Itô, K., On a formula concerning stochastic differentials. Nagoya Math. J. 3 (1951), 55–65.
Kunita, H. and Watanabe, S., On square integrable martingales. Nagoya Math. J. 30 (1967) 209–245.
McKean, H.P., Jr., Stochastic integrals, Acad. Press. New York and London, 1969.
Meyer, P.A., Integral stochastiques. I–IV., Lecture Notes in Math. (Springer) 39 Sem. de Prob. (1967), 72–162.
Orey, S., F-processes. Proc. Fifth Berkeley Symp. on Stat. and Prob. 2 (1965) 301–313.
Rao, K.M., Quasi-martingales. Math Scand. 24 (1969) 79–92.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1972 Springer-Verlag
About this paper
Cite this paper
Itô, K. (1972). Stochastic differentials of continuous local quasi-martingales. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064929
Download citation
DOI: https://doi.org/10.1007/BFb0064929
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-06050-5
Online ISBN: 978-3-540-38000-9
eBook Packages: Springer Book Archive
