A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966): Difference between revisions

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Revision as of 01:33, 19 April 2024

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A functional Itō-formula for Dawson-Watanabe superprocesses
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    A functional Itō-formula for Dawson-Watanabe superprocesses (English)
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    17 January 2022
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    functional Itō-formula
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    Dawson-Watanabe superprocesses
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    measure-valued diffusion
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    non-anticipative path differentiation
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    Dupire formula
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    predictable representation
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