Abstract
When studying solutions of stochastic differential equations we had occasion to encounter processes possessing the Itô stochastic differential, i.e., representable by means of a stochastic integral over a Wiener process. Such processes are called Itô processes and we shall discuss their basic properties in this section.
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© 1979 Springer-Verlag New York Inc.
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Gihman, I.I., Skorohod, A.V. (1979). Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in ℛm. In: The Theory of Stochastic Processes III. Grundlehren der mathematischen Wissenschaften, vol 232. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-8065-2_3
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DOI: https://doi.org/10.1007/978-1-4615-8065-2_3
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