Interchanging the order of stochastic integration and ordinary differentiation

Karandikar , Rajeeva L. (1983) Interchanging the order of stochastic integration and ordinary differentiation Sankhya: The Indian Journal of Statistics, Series A, 45 (1). pp. 120-124. ISSN 0972-7671

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Official URL: http://www.jstor.org/stable/10.2307/25050420

Abstract

We give conditions under which the order of differentiation w.r.t. a Euclidian parameter and stochastic integration w.r.t. a continuous semimartingale can be interchanged.

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ID Code:73320
Deposited On:02 Dec 2011 08:17
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