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V. V. Lipilina STOCHASTIC INTEGRALS It is necessary to learn in detail some problems that are connected with stochastic integrals and integral equations describing diffusions processes white learning the theory of accidental processes. The best example of this problem is reflected in the K-Ito`s book, and in Henry Makkin`s book. The last one gave the base for this article. While working on such topic the author was guided by the following considerations: it was necessary to analyse in detail the ideas, taken in consideration by H.Makkin; to prove some facts, that are given in the book without demonstration.
About this article
Author: Lipilina V.V.
Year: 2001
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Editor-in-chief |
Sergey Aleksandrovich
MIROSHNIKOV |
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