Open AccessOn Ito Stochastic Integration with Respect to $p$-Stable Motion: Inner Clock, Integrability of Sample Paths, Double and Multiple Integrals
Author(s) -
J. Rosiński,
Wojbor A. Woyczyński
Publication year - 1986
Publication title -
the annals of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.184
H-Index - 98
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/aop/1176992627
Subject(s) - mathematics , stochastic integral , motion (physics) , multiple integral , int , combinatorics , stochastic calculus , sample (material) , mathematical physics , stochastic differential equation , mathematical analysis , stochastic partial differential equation , differential equation , thermodynamics , classical mechanics , physics , computer science , operating system
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom