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dc.date.accessioned2013-03-12T08:20:19Z
dc.date.available2013-03-12T08:20:19Z
dc.date.issued2006en_US
dc.date.submitted2009-11-18en_US
dc.identifier.urihttp://hdl.handle.net/10852/10530
dc.description.abstractThe non-anticipating stochastic derivative represents the integrand in the best L2-approximation for any random variables by the Itô non-anticipating integrals with respect to a general stochastic measure with independent values on a space-time product. In this paper some explicit formulae for this derivative are obtained.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.titleRandom Fields: non-anticipating derivative and differentiation formulaeen_US
dc.typeResearch reporten_US
dc.date.updated2009-11-18en_US
dc.creator.authorDi Nunno, Giuliaen_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23528en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo96961en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10530/1/pm01-06.pdf


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