On the works of kiyosi itô and stochastic analysis (Q1000327): Difference between revisions

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Latest revision as of 01:39, 29 June 2024

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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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