A note on stochastic integrals as L-2-curves
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Author / Producer
Date
2010-07
Publication Type
Journal Article
ETH Bibliography
yes
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Publication status
published
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Journal / series
Volume
80 (13-14)
Pages / Article No.
1141 - 1145
Publisher
Elsevier
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Edition / version
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Software
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Date created
Subject
Stochastic integrals; L-2-curves; Connection to the Ito-integral; Stochastic partial differential equations
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Received 19 September 2009, Revised 9 March 2010, Accepted 10 March 2010, Available online 19 March 2010.