Integration with respect to local time (Q1841534)
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scientific article; zbMATH DE number 1565480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration with respect to local time |
scientific article; zbMATH DE number 1565480 |
Statements
Integration with respect to local time (English)
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18 February 2001
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Brownian motion
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local time
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stochastic integration
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Itô formula
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