On pathwise stochastic integration (Q1890711): Difference between revisions
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Property / author: Rajeeva L. Karandikar / rank | |||
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Property / author: Rajeeva L. Karandikar / rank | |||
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Property / cites work: Stochastic integration and \(L^ p-\)theory of semimartingales / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0304-4149(95)00002-o / rank | |||
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Latest revision as of 09:33, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On pathwise stochastic integration |
scientific article |
Statements
On pathwise stochastic integration (English)
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23 May 1995
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Brownian motion
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stochastic integral
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semimartingale
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