Representing Martingales as Stochastic Integrals

Eugene Wong

EECS Department
University of California, Berkeley
Technical Report No. UCB/ERL M266
September 1969

http://www2.eecs.berkeley.edu/Pubs/TechRpts/1969/ERL-m-266.pdf

BibTeX citation:

@techreport{Wong:M266,
    Author = {Wong, Eugene},
    Title = {Representing Martingales as Stochastic Integrals},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {1969},
    Month = {Sep},
    URL = {http://www2.eecs.berkeley.edu/Pubs/TechRpts/1969/28662.html},
    Number = {UCB/ERL M266}
}

EndNote citation:

%0 Report
%A Wong, Eugene
%T Representing Martingales as Stochastic Integrals
%I EECS Department, University of California, Berkeley
%D 1969
%@ UCB/ERL M266
%U http://www2.eecs.berkeley.edu/Pubs/TechRpts/1969/28662.html
%F Wong:M266