Interchanging the order of differentiation and stochastic integration

James E. Hutton and Paul I. Nelson

Stochastic Processes and their Applications, 1984, vol. 18, issue 2, 371-377

Abstract: Conditions are given under which the order of differentiation with respect to a parameter and integration with respect to a locally square-integrable martingale may be interchanged.

Date: 1984
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