An elementary introduction to the Wiener process and stochastic integrals (Q4877621)
From MaRDI portal
scientific article; zbMATH DE number 878358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An elementary introduction to the Wiener process and stochastic integrals |
scientific article; zbMATH DE number 878358 |
Statements
2 September 1996
0 references
Itô formula
0 references
Wiener process
0 references
symmetric random walks
0 references
Stratonovich sense stochastic integrals
0 references
math.PR
0 references
