Stochastic differentiation: A generalized approach

DOI10.1023/A:1010770207382zbMath0974.60041MaRDI QIDQ5937978

Mylan Redfern

Publication date: 16 December 2001

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

generalized stochastic integralsmulti-parameter processesstochastic differentiationWiener distributions

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic integrals (60H05)

This page was built for publication: Stochastic differentiation: A generalized approach