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On a certain property of paths of extended stochastic integrals

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References

  1. A. V. Skorokhod, “On a generalization of a stochastic integral,” Teor. Veroyatnost. i Primenen.,20 No. 2, 211–231 (1975).

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  2. A. A. Dorogovtsev., “An extended stochastic integral for smooth functionals of white noise,” Ukrain. Mat. Zh.,41, No. 11, 1460–1466 (1989).

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Authors
  1. A. A. Dorogovtsev Jr.
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Additional information

Kiev. Translated fromSibirskiî Matematicheskiî Zhurnal, Vol. 34, No. 5, pp. 38–42, September–October, 1993.

Translated by I. G. Belinskaya

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Dorogovtsev, A.A. On a certain property of paths of extended stochastic integrals. Sib Math J 34, 825–828 (1993). https://doi.org/10.1007/BF00971398

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  • DOI: https://doi.org/10.1007/BF00971398

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