Abstract
Sample continuity is proved for extended stochastic integrals involving a two-parameter Wiener process.
Citation
Eugene Wong. Moshe Zakai. "The Sample Function Continuity of Stochastic Integrals in the Plane." Ann. Probab. 5 (6) 1024 - 1027, December, 1977. https://doi.org/10.1214/aop/1176995670
Information