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A relation between the Stratonovich and Itô equations, with integrands of delayed argument

In: Tatra Mountains Mathematical Publications, vol. 7, no. 1
Antoni Leon Dawidowicz - Krystyna Twardowska
Detaily:
Rok, strany: 1996, 269 - 274
O článku:
In this paper we consider the stochastic differential equation with integrands of delayed argument. The relation between Itô and Stratonovich equation is shown.
Ako citovať:
ISO 690:
Dawidowicz, A., Twardowska, K. 1996. A relation between the Stratonovich and Itô equations, with integrands of delayed argument. In Tatra Mountains Mathematical Publications, vol. 7, no.1, pp. 269-274. 1210-3195.

APA:
Dawidowicz, A., Twardowska, K. (1996). A relation between the Stratonovich and Itô equations, with integrands of delayed argument. Tatra Mountains Mathematical Publications, 7(1), 269-274. 1210-3195.