On the works of kiyosi itô and stochastic analysis (Q1000327): Difference between revisions
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English | On the works of kiyosi itô and stochastic analysis |
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On the works of kiyosi itô and stochastic analysis (English)
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6 February 2009
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Brownian motion
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Lévy-Itô decomposition
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Itô integral
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Itô formula
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stochastic differential equation
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Wiener-Itô decomposition
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one-dimensional diffusion
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excursions
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stochastic geometry
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stochastic control
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stochastic finance
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