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 / 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

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    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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