Stochastic differentiation of a brownian martingale (Q3986630)
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scientific article; zbMATH DE number 29133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differentiation of a brownian martingale |
scientific article; zbMATH DE number 29133 |
Statements
Stochastic differentiation of a brownian martingale (English)
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27 June 1992
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stochastic differential
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stochastic integral
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Loeb measure
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Brownian martingale
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