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ITÔ FORMULA FOR GENERALIZED REAL AND COMPLEX WHITE NOISE FUNCTIONALS - MaRDI portal

ITÔ FORMULA FOR GENERALIZED REAL AND COMPLEX WHITE NOISE FUNCTIONALS

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Publication:4602816

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DOI10.1142/9789813225466_0012zbMath1380.60066OpenAlexW2747714088MaRDI QIDQ4602816

Yuh-Jia Lee

Publication date: 6 February 2018

Published in: White Noise Analysis and Quantum Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789813225466_0012

Mathematics Subject Classification ID

Brownian motion (60J65) White noise theory (60H40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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