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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 73320 |
| Deposited On: | 02 Dec 2011 08:17 |
| Last Modified: | 02 Dec 2011 08:17 |
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