The descriptive complexity of stochastic integration
type: Item
instance of: scholarly article
title: The descriptive complexity of stochastic integration
zbMATH Open document ID: 1329.60168
author: Safari Mukeru
published in: Journal of Complexity
publication date: 2014-12-05T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 68Q25
zbMATH DE Number: 6377028
zbMATH Keywords: stochastic integrals
zbMATH Keywords: pathwise integral
zbMATH Keywords: Brownian motion
zbMATH Keywords: Kolmogorov complexity
zbMATH Keywords: algorithmic randomness
zbMATH Keywords: Itō's lemma
MaRDI profile type: Publication
full work available at URL: j.jco.2014.07.004
OpenAlex ID: W2062315528
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DOI: 10.1016/J.JCO.2014.07.004
description: scientific article; zbMATH DE number 6377028