Brownian Motion and Stochastic Calculus

Ioannis Karatzas, S. S. (1991). Brownian Motion and Stochastic Calculus. Springer.

Type

Book

Intellectual base

Review or monograph

Year

1991

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Progressively measurable process
  • Progressive measurability is stronger than adaptedness in general and supports measurable stopping and Itô integration; path regularity can imply it under standard filtration conditions.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:2006bf9533ff · see in the full table