Volume 9, Issue 4
Tricks of the Trade
In and Out
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Staff and Contributors
Stochastic Integrals and Their Expectations
This work was supported by EPSRC grant GR/M75785. I am grateful for many helpful discussions with my collaborators on this grant: Abhir Bhalerao, Elke Thönnes, and Roland Wilson. It is a pleasure to acknowledge the hospitality of David Nualart and the Statistics Department of the University of Barcelona during part of the writing process. Thanks are also due to the insightful remarks of two referees, and I am particularly indebted to Colin Rose for his enthusiastic editorial contributions, which ranged from incisive stylistic advice all the way to source-code optimization!
Calculations were carried out on a Sun Ultra-10 workstation using Mathematica 4.1.
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