XIV: 28, 249-253, LNM 784 (1980)
YOEURP, Chantha
Sur la dérivation des intégrales stochastiques (Stochastic calculus)
The following problem is discussed: under which conditions do ratios of the form $\int_t^{t+h} H_s\,dM_s/(M_{t+h}-M_t)$ converge to $H_t$ as $h\rightarrow 0$? It is shown that positive results due to Isaacson (Ann. Math. Stat. 40, 1979) in the Brownian case fail in more general situations
Comment: See also 1529
Keywords: Stochastic integrals
Nature: Original
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