Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 844-848
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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/
@article{TVP_1974_19_4_a15,
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/}
}
TY - JOUR
AU - Yu. L. Daletskii
AU - S. N. Paramonova
TI - On a formula from the theory of gaussian measures and on estimation of stochastic integrals
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1974
SP - 844
EP - 848
VL - 19
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a15/
LA - ru
ID - TVP_1974_19_4_a15
ER -
%0 Journal Article
%A Yu. L. Daletskii
%A S. N. Paramonova
%T On a formula from the theory of gaussian measures and on estimation of stochastic integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1974
%P 844-848
%V 19
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a15/
%G ru
%F TVP_1974_19_4_a15
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.
