Stochastic analysis and local times for (N,d)-Wiener process (Q788393): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:04, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis and local times for (N,d)-Wiener process |
scientific article |
Statements
Stochastic analysis and local times for (N,d)-Wiener process (English)
0 references
1984
0 references
local times
0 references
Wong's and Zakai's calculus
0 references
Tanaka-like formulas
0 references
Burkholder's inequality
0 references
Kolmogorov's continuity criterion
0 references
