Geodesic
On a formula from the theory of gaussian measures and on estimation of stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 844-848 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper deals with a stochastic integral relative to a random normally distributed measure which has applications in the theory of differential equations with random coefficients. New formulas of the integration-by-parts type are obtained which enable extending the definition of the integral to a wider class of functions as compared with previous investigations. 
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     author = {Yu. L. Daletskii and S. N. Paramonova},
     title = {On a~formula from the theory of gaussian measures and on estimation of stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {844--848},
     year = {1974},
     volume = {19},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a15/}
}
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Yu. L. Daletskii; S. N. Paramonova. On a formula from the theory of gaussian measures and on estimation of stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 844-848. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a15/