Stochastic integration based on simple, symmetric random walks (Q1014051): Difference between revisions

@@ Property / author @@
-Tamas Szabados
@@ Property / author: Tamas Szabados / rank @@
-Normal rank
@@ Property / author @@
+Tamas Szabados
@@ Property / author: Tamas Szabados / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q56170698
@@ Property / Wikidata QID: Q56170698 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3106171773
@@ Property / OpenAlex ID: W3106171773 / rank @@
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@@ Property / arXiv ID @@
+.3908
@@ Property / arXiv ID: 0712.3908 / rank @@
+Normal rank
@@ Property / cites work @@
+A discrete Itō calculus approach to He's framework for multi-factor discrete markets
+Normal rank
@@ Property / cites work @@
+Q3711416
@@ Property / cites work: Q3711416 / rank @@
+Normal rank
@@ Property / cites work @@
+On pathwise stochastic integration
@@ Property / cites work: On pathwise stochastic integration / rank @@
+Normal rank
@@ Property / cites work @@
+On the Random Walk and Brownian Motion
@@ Property / cites work: On the Random Walk and Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+An elementary introduction to the Wiener process and stochastic integrals
+Normal rank
@@ Property / cites work @@
+Strong approximation of continuous local martingales by simple random walks
+Normal rank
@@ Property / cites work @@
+An elementary approach to Brownian local time based on simple, symmetric random walks
+Normal rank