Geodesic
On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 450-455

Voir la notice de l'article provenant de la source Math-Net.Ru

We obtained a representation of the Ito integral in the form of the Lebesgue integral and a generalization of the Ito formula. It is proved that a monotone permutation of paths of the Wiener process is absolutely continuous.
Keywords: Ito integral, local times
Mots-clés : Ito formula. 
@article{TVP_1999_44_2_a13,
     author = {F. S. Nasyrov},
     title = {On the representation of certain classes of stochastic {Ito} integrals in the form of pathwise {Lebesgue} integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {450--455},
     publisher = {mathdoc},
     volume = {44},
     number = {2},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a13/}
}
TY  - JOUR
AU  - F. S. Nasyrov
TI  - On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1999
SP  - 450
EP  - 455
VL  - 44
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a13/
LA  - ru
ID  - TVP_1999_44_2_a13
ER  - 
%0 Journal Article
%A F. S. Nasyrov
%T On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1999
%P 450-455
%V 44
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a13/
%G ru
%F TVP_1999_44_2_a13
F. S. Nasyrov. On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 450-455. http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a13/