TOWARD A STOCHASTIC CALCULUS, II*
AUTOR(ES)
McShane, E. J.
RESUMO
In a preceding note (these Proceedings, 63, 275 (1969)) singly and doubly stochastic integrals were defined. Here correspondingly generalized stochastic differential equations are studied. For constructing stochastic models of physical processes with random noises, by proper selection of the doubly stochastic terms, we remove the apparent discordances between classical and stochastic models.
