Ito's formula for a random walk

DOI10.1007/BF00966423zbMath0522.60074MaRDI QIDQ1056143

J. Blot

Publication date: 1982

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Tanaka formuladiscrete Ito formula

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic analysis (60H99)

Related Items (2)

A discrete Itō calculus approach to He's framework for multi-factor discrete markets ⋮ Optimal anytime regret with two experts

Cites Work

• Martingales and stochastic integrals. I
• Unnamed Item

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