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A Stochastic Calculus for Systems with Memory - MaRDI portal

A Stochastic Calculus for Systems with Memory (Q5316805)

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scientific article; zbMATH DE number 2205425
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English
A Stochastic Calculus for Systems with Memory
scientific article; zbMATH DE number 2205425

    Statements

    title
    A Stochastic Calculus for Systems with Memory (English)
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    author
    Feng Yan
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    publication date
    15 September 2005
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    zbMATH Keywords
    Itô's formula
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    segment process
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    segment integral
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    Feynman-Kac formula
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    Identifiers

    DOI
    10.1081/SAP-200056696
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    Mathematics Subject Classification ID
    60H05
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    60H10
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    60H20
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    zbMATH DE Number
    2205425
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