Markov Processes from K. Ito's Perspective (AM-155) (Q4411309)
From MaRDI portal
scientific article; zbMATH DE number 1947319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Processes from K. Ito's Perspective (AM-155) |
scientific article; zbMATH DE number 1947319 |
Statements
Markov Processes from K. Ito's Perspective (AM-155) (English)
0 references
8 July 2003
0 references
Lévy process
0 references
Itô's integral
0 references
Tanaka's formula
0 references
Stratonovich's integral
0 references
path space
0 references
diffusion process
0 references
