Stochastic integration without tears (Q3730732): Difference between revisions
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Property / author: Philip E. Protter / rank | |||
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Property / author: Philip E. Protter / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1080/17442508608833378 / rank | |||
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Property / OpenAlex ID: W1803361458 / rank | |||
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Property / cites work: Stochastic integration and \(L^ p-\)theory of semimartingales / rank | |||
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Property / cites work: Un survol de la théorie de l'intégrale stochastique / rank | |||
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Property / cites work: Q3957683 / rank | |||
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Property / cites work: Q3969647 / rank | |||
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Property / cites work: Q4127136 / rank | |||
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Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
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Property / cites work: Q3326540 / rank | |||
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Latest revision as of 15:15, 17 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic integration without tears |
scientific article |
Statements
Stochastic integration without tears (English)
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1986
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submartingale decomposition
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change of variables formula
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stochastic calculus
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semimartingales
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