Author of the publication

Relations between multiple ito and stratonovich integrals

, and . Stochastic Analysis and Applications, 9 (3): 311--321 (1991)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Strong convergence of stochastic taylor expansions of two-parameter random fields, , and . Stochastic Analysis and Applications, 15 (2): 137--149 (1997)Numerical Solution of Stochastic Differential Equations, and . Springer, Berlin, (1992)Relations between multiple ito and stratonovich integrals, and . Stochastic Analysis and Applications, 9 (3): 311--321 (1991)The approximation of multiple stochastic integrals, , and . Stochastic Analysis and Applications, 10 (4): 431--441 (1992)Linear filtering with fractional brownian motion, , and . Stochastic Analysis and Applications, 16 (5): 907--914 (1998)