On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (Q4830854)
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scientific article; zbMATH DE number 2123303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I |
scientific article; zbMATH DE number 2123303 |
Statements
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (English)
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16 December 2004
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Brownian motion
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stochastic integral representation
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Itô formula
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Markov time
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