VI: 08, 105-108, LNM 258 (1972)
KAZAMAKI, Norihiko
Note on a stochastic integral equation (Stochastic calculus)
Though this paper has been completely superseded by the theory of stochastic differential equations with respect to semimartingales (see 1124), it has a great historical importance as the first step in this direction: the semimartingale involved is the sum of a locally square integrable martingale and a continuous increasing process
Comment: The author developed the subject further in Tôhoku Math. J. 26, 1974
Keywords: Stochastic differential equations
Nature: Original
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