Ito's formula for a random walk (Q1056143)

From MaRDI portal





scientific article; zbMATH DE number 3826934
Language Label Description Also known as
English
Ito's formula for a random walk
scientific article; zbMATH DE number 3826934

    Statements

    Ito's formula for a random walk (English)
    0 references
    0 references
    1982
    0 references
    discrete Ito formula
    0 references
    Tanaka formula
    0 references

    Identifiers