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Ito's formula for a random walk - MaRDI portal

Ito's formula for a random walk (Q1056143)

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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

    title
    Ito's formula for a random walk (English)
    0 references
    author
    J. Blot
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    publication date
    1982
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    zbMATH Keywords
    discrete Ito formula
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    Tanaka formula
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    Identifiers

    DOI
    10.1007/BF00966423
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    zbMATH DE Number
    3826934
    0 references
     
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