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- W2105717811 abstract "In this paper we study some basic properties and applications of the Ito, Skorohod and forward stochastic integrals with respect to the Brownian motion. The main idea of this article is to give an introduction to the stochastic calculus based on these integrals. Also we analyze the existence of a unique solution to stochastic differential equations driven by the Brownian motion for above interpretations of stochastic integral." @default.
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- W2105717811 date "2006-01-01" @default.
- W2105717811 modified "2023-09-27" @default.
- W2105717811 title "Integración estocástica con respecto al movimiento browniano" @default.
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