See the Proposition 2.21 of the book "Brownian Motion and Stochastic Calculus" by Ioannis Karatzas, Steven Shreve (Page 295).
↧
Channel:
Equivalence of Itō and Stratonovich equations and how we ensure that the latter are well-defined - MathOverflow
X
Are you the publisher?
Claim or
contact us
about this channel.
X
0
Channel Details:
- Title: Equivalence of Itō and Stratonovich equations and how we ensure that the latter are well-defined - MathOverflow
- Channel Number: 78588106
- Language: English
- Registered On: March 26, 2024, 7:51 pm
- Number of Articles: 2
- Latest Snapshot: March 26, 2024, 7:51 pm
- RSS URL: https://mathoverflow.net/feeds/question/277077
- Publisher: https://mathoverflow.net/q/277077
- Description:
- Catalog: //stratonovich1.rssing.com/catalog.php?indx=78588106
© 2025 //www.rssing.com