XV: 29, 399-412, LNM 850 (1981)
YOEURP, Chantha
Sur la dérivation stochastique au sens de Davis (
Stochastic calculus,
Brownian motion)
The problem is that of estimating $H_t$ from a knowledge of the process $\int H_sdX_s$, where $X_t$ is a continuous (semi)martingale, as a limit of ratios of the form $\int_t^{t+\alpha} H_sdX_s/(X_{t+\alpha}-X_t)$, or replacing $t+\alpha$ by suitable stopping times
Comment: The problem was suggested and partially solved by Mark H.A. Davis (
Teor. Ver. Prim.,
20, 1975, 887--892). See also
1428Keywords: Stochastic integralsNature: Original
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