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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Spectral representation of stochastic integration operators by Rybakov Konstantin

“…For given deterministic square-integrable kernels, the spectral characteristic of a stochastic integration operator is determined as an infinite random matrix. …”
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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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On extended stochastic integrals with respect to Lévy processes by N.A. Kachanovsky

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Iterated stochastic integrals and random velocity fluctuations by Kouji Yamamuro

Subjects: “…Stochastic integral…”
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Response dynamics of stochastic integrate-and-fire neurons by Troyer Todd W, Pressley Joanna

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

On estimation of the Hurst index of solutions of stochastic integral equations by Kęstutis Kubilius, Dmitrij Melichov

“…Let X be a solution of a stochasti Let X be a solution of a stochastic integral equation driven by a fractional Brownian motion BH and let Vn(X, 2) = \sumn k=1(\DeltakX)2, where \DeltakX = X( k+1/n ) - X(k/n ). …”
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