Towards the Validity of Itô's Formula for Discontinuous Functions (Q4925384)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Towards the Validity of Itô's Formula for Discontinuous Functions |
scientific article; zbMATH DE number 6174286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards the Validity of Itô's Formula for Discontinuous Functions |
scientific article; zbMATH DE number 6174286 |
Statements
Towards the Validity of Itô's Formula for Discontinuous Functions (English)
0 references
12 June 2013
0 references
Itō's formula
0 references
Itō's lemma
0 references
Brownian motion
0 references
Wiener process
0 references
discrete Itō formula
0 references
Tanaka's formula
0 references
