Markov Processes from K. Ito's Perspective (AM-155) (Q4411309): Difference between revisions

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Latest revision as of 21:17, 19 March 2024

scientific article; zbMATH DE number 1947319
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English
Markov Processes from K. Ito's Perspective (AM-155)
scientific article; zbMATH DE number 1947319

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    Markov Processes from K. Ito's Perspective (AM-155) (English)
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    8 July 2003
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    Lévy process
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    Itô's integral
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    Tanaka's formula
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    Stratonovich's integral
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    path space
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    diffusion process
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