Accession Number : AD0703186

Title :   STOCHASTIC INTEGRALS FOR NIGH-MARTINGALES5

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Young,L. C.

Report Date : OCT 1968

Pagination or Media Count : 23

Abstract : A stochastic integral is defined in which the integrand and the process with respect to which one integrates are stochastic, the process being supposed in a certain sense 'close' to being a martingale. (Author)

Descriptors :   (*INTEGRALS, *STOCHASTIC PROCESSES), NUMERICAL INTEGRATION, HILBERT SPACE, INEQUALITIES, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE