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Stochastic Analysis and Related Topics pp 1–79Cite as

A guide to the stochastic calculus of variations

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  1. Mathematics Department, Rutgers University, 08903, New Brunswick, NJ, USA

    Daniel L. Ocone

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Hayri Korezlioglu Ali Süleyman Ustunel

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Ocone, D.L. (1988). A guide to the stochastic calculus of variations. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics. Lecture Notes in Mathematics, vol 1316. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0081929

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