Riemann integration on complex brownian paths (Q4013515): Difference between revisions
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Property / author: Jan Ubøe / rank | |||
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Property / author: Jan Ubøe / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1080/07362999208809274 / rank | |||
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Property / OpenAlex ID: W1979498253 / rank | |||
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Property / cites work: Conformal martingales / rank | |||
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Property / cites work: Q5687105 / rank | |||
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Property / cites work: Q3996259 / rank | |||
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Property / cites work: A New Representation for Stochastic Integrals and Equations / rank | |||
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Property / cites work: On the gap between deterministic and stochastic ordinary differential equations / rank | |||
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Property / cites work: Riemann-Stieltjes approximations of stochastic integrals / rank | |||
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Latest revision as of 13:12, 16 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Riemann integration on complex brownian paths |
scientific article |
Statements
Riemann integration on complex brownian paths (English)
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27 September 1992
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relationship between the Itô and the Stratonovich integral
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complex valued processes
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stochastic integrals
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