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Stochastics and Stochastic Reports Volume 27, 1989 - Issue 4
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Original Articles

Sample path properties of stochastic integrals, and stochastic differentiation

Martin T. Barlow Statistical Laboratory, 16 Mill Lane, Cambridge, UK CB2 1SB
&
Edwin A. Perkins Mathematics Department, University of British Columbia, Vancouver, B.C, Canada
Pages 261-293 | Received 24 May 1988, Published online: 04 Apr 2007

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G. Di Nunno. (2002) Stochastic integral representations, stochastic derivatives and minimal variance hedging. Stochastics and Stochastic Reports 73:1-2, pages 181-198.
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Articles from other publishers (3)

J. Azema & M. Yor. 1990. Séminaire de Probabilités XXIV 1988/89. Séminaire de Probabilités XXIV 1988/89 210 226 .
Martin T. Barlow & Edwin A. Perkins. 1990. Séminaire de Probabilités XXIV 1988/89. Séminaire de Probabilités XXIV 1988/89 194 209 .
Martin T. Barlow & Edwin A. Perkins. (1986) Brownian motion at a slow point. Transactions of the American Mathematical Society 296:2, pages 741-775.
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