Stochastic analysis and local times for (N,d)-Wiener process (Q788393)
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scientific article; zbMATH DE number 3842905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis and local times for (N,d)-Wiener process |
scientific article; zbMATH DE number 3842905 |
Statements
Stochastic analysis and local times for (N,d)-Wiener process (English)
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1984
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local times
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Wong's and Zakai's calculus
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Tanaka-like formulas
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Burkholder's inequality
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Kolmogorov's continuity criterion
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