Quadratic covariant and Stratonovich integral (Q757991)
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scientific article; zbMATH DE number 4194861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic covariant and Stratonovich integral |
scientific article; zbMATH DE number 4194861 |
Statements
Quadratic covariant and Stratonovich integral (English)
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1990
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See the review in Zbl 0711.60047.
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quadratic variation
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Itô's formula
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Stratonovich semimartingale integral
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semimartingales
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