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Little's theorem: A stochastic integral approach (Q1205364)

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scientific article; zbMATH DE number 147153
Language Label Description Also known as
English
Little's theorem: A stochastic integral approach
scientific article; zbMATH DE number 147153

    Statements

    title
    Little's theorem: A stochastic integral approach (English)
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    publication date
    1 April 1993
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    zbMATH Keywords
    PASTA property
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    stochastic integral
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    square integrable martingale
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    Little's theorem
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    Identifiers

    DOI
    10.1007/BF01158806
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    Mathematics Subject Classification ID
    60K25
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    90B22
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    60H05
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    zbMATH DE Number
    147153
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