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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Siberian Mathematica...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Siberian Mathematical Journal
Article . 1993 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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https://dx.doi.org/10.1007/bf0...
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On a certain property of paths of extended stochastic integrals

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1993 English Publisher:Springer Science and Business Media LLCJournal:Siberian Mathematical Journal, volume 34, pages 825-828 (issn: 0037-4466, eissn: 1573-9260, Copyright policy )
Authors: Dorogovtsev, A. A. jun.;

doi: 10.1007/bf00971398

On a certain property of paths of extended stochastic integrals

Abstract

The Skorokhod construction for an extended stochastic integral and derivative by using the multiple Itô integration is generalized to random variables and processes with infinite second moment. The standard result about the squared variation of Itô stochastic integrals is modified for this generalization.

Keywords

Stochastic integrals, multiple Itô integration, extended stochastic integral

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
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