scientific article; zbMATH DE number 2092612
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Publication:4814986
zbMath1055.60050MaRDI QIDQ4814986
Publication date: 19 August 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Itô formulaquadratic variationfinite variationlocal martingalessquare integrable martingalesStieltjes integrationstochastic integrators
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) History of mathematics in the 20th century (01A60) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) History of probability theory (60-03)
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