Stochastic integration / by 223860 Metivier, Michel, Pellaumail, J.

Subjects: “…Stochastic integrals…”

Stochastic integrals / by 353489 McKean, H. P.

Subjects: “…Stochastic integrals…”

Martingales and stochastic integrals / by 407524 Meyer, Paul-Andre

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Discrete Stochastic Integration by بشرى سليمان

“… We present in this article a game of chance (Saint Petersburg Paradox) and generalize it on a probability space as an example of a previsible (predictable) process, from which we get a discrete stochastic integration (DSI). Then we define a martingale  and present it as a good integrator of a discrete stochastic integration , which is called the martingale transform of  by  such that  is a previsible process. …”
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Discrete Stochastic Integration by Bushra Suliman

“… We present in this article a game of chance (Saint Petersburg Paradox) and generalize it on a probability space as an example of a previsible (predictable) process, from which we get a discrete stochastic integration (DSI). Then we define a martingale  and present it as a good integrator of a discrete stochastic integration , which is called the martingale transform of  by  such that  is a previsible process. …”
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Stochastic integration and differential equations / by 195372 Protter, Philip E.

Subjects: “…Stochastic integrals…”

Stochastic integration and generalized martingales / by 406456 Kussmaul, A. U.

Subjects: “…Stochastic integrals…”

Gamma approximation of stochastic integrals by Nicholas, Susanto Tjandra

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The Limits of Stochastic Integrals of Differential Forms by Lyons, T, Stoica, L

A superhedging approach to stochastic integration by Łochowskia, RM, Perkowski, N, Prömel, DJ

Nonlinear filtering and smoothing : stochastic integrals and estimation / by 407514 Krishnan, Venkatrama

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Iterated stochastic integrals and random velocity fluctuations by Kouji Yamamuro

Subjects: “…Stochastic integral…”
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Republished: Dynamics of Stochastic Integrate-and-Fire Networks by Gabriel Koch Ocker

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RETRACTED: Dynamics of Stochastic Integrate-and-Fire Networks by Gabriel Koch Ocker

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Convergence to Stochastic Integrals with Non-linear integrands. by Caceres, C, Nielsen, B

“…In this paper we present a general result concerning the convergence to stochastic integrals with non-linear integrands. The key finding represents a generalization of Chan and Wei's (1988) Theorem 2.4 and that of Ibragimov and Phillips' (2004) Theorem 8.2. …”

Stochastic integration by parts and functional itô calculus by Bally, V, Caramellino, L, Cont, R

Third cumulant stein approximation for Poisson stochastic integrals by Privault, Nicolas

“…We derive Edgeworth-type expansions for Poisson stochastic integrals, based on cumulant operators defined by the Malliavin calculus. …”
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Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS by Dapeng Zhou, Lei Guo

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On approximation of stochastic integral equations driven by continuous p-semimartingales by Kęstutis Kubilius

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On approximation of stochastic integrals with respect to a fractional Brownian motion by Kęstutis Kubilius

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