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Stochastic integration without tears - MaRDI portal

Stochastic integration without tears (Q3730732)

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Stochastic integration without tears
scientific article

    Statements

    title
    Stochastic integration without tears (English)
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    published in
    Stochastics
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    publication date
    1986
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    zbMATH Keywords
    submartingale decomposition
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    change of variables formula
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    stochastic calculus
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    semimartingales
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    author
    Philip E. Protter
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H05
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    60G48
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    zbMATH DE Number
    3962876
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    OpenAlex ID
    W1803361458
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