Der Itô-Kalkül

DOI10.1007/3-540-29265-9zbMath1087.60002OpenAlexW4241902711MaRDI QIDQ5710161

Thomas Deck

Publication date: 1 December 2005

Full work available at URL: https://doi.org/10.1007/3-540-29265-9

zbMATH Keywords

stochastic differential equationsIto calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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