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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 844–848 (Mi tvp3987)  
This article is cited in 8 scientific papers (total in 8 papers)

Short Communications

On a formula from the theory of gaussian measures and on estimation of stochastic integrals

Yu. L. Daletskiia, S. N. Paramonova

a Kiev
Full-text PDF (934 kB) Citations (8)
Abstract: The paper deals with a stochastic integral relative to a random normally distributed measure which has applications in the theory of differential equations with random coefficients.
New formulas of the integration-by-parts type are obtained which enable extending the definition of the integral to a wider class of functions as compared with previous investigations.
Received: 27.11.1973
English version:
Theory of Probability and its Applications, 1975, Volume 19, Issue 4, Pages 812–817
DOI: https://doi.org/10.1137/1119090
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. L. Daletskii, S. N. Paramonova, “On a formula from the theory of gaussian measures and on estimation of stochastic integrals”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 844–848; Theory Probab. Appl., 19:4 (1975), 812–817
Citation in format AMSBIB
\Bibitem{DalPar74}
\by Yu.~L.~Daletskii, S.~N.~Paramonova
\paper On a~formula from the theory of gaussian measures and on estimation of stochastic integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 4
\pages 844--848
\mathnet{http://mi.mathnet.ru/tvp3987}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=368139}
\zmath{https://zbmath.org/?q=an:0319.62061}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 19
\issue 4
\pages 812--817
\crossref{https://doi.org/10.1137/1119090}
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  • https://www.mathnet.ru/eng/tvp/v19/i4/p844
    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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