The descriptive complexity of stochastic integration

DOI10.1016/J.JCO.2014.07.004zbMath1329.60168OpenAlexW2062315528MaRDI QIDQ478999

Safari Mukeru

Publication date: 5 December 2014

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2014.07.004

zbMATH Keywords

Brownian motionKolmogorov complexitystochastic integralsalgorithmic randomnesspathwise integralItō's lemma

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (1)

On local times of Martin-Löf random Brownian motion

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