Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review |
scientific article |
Statements
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (English)
0 references
21 October 2020
0 references
stochastic differential equations
0 references
stochastic integration
0 references
Gaussian and non-Gaussian white noise
0 references
fractional Brownian motion
0 references
Wick calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
