Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (Q718268): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cnsns.2009.06.010 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2060651286 / rank
 
Normal rank

Revision as of 20:33, 19 March 2024

scientific article
Language Label Description Also known as
English
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
scientific article

    Statements

    Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 September 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    continuous-time random walk
    0 references
    stochastic integrals
    0 references
    stochastic jump process
    0 references
    stochastic theory
    0 references
    stochastic model
    0 references
    probabilistic model
    0 references
    probabilistic simulation
    0 references
    Monte Carlo
    0 references
    econophysics
    0 references
    0 references