Stochastic calculus with respect to Gaussian processes (Q5915903)
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scientific article; zbMATH DE number 7005162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to Gaussian processes |
scientific article; zbMATH DE number 7005162 |
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Stochastic calculus with respect to Gaussian processes (English)
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22 January 2019
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stochastic analysis
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white noise theory
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Gaussian processes
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Wick-Itô integrals
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Itô formula
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varying regularity processes
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