A Differentiation Theory for Itô's Calculus (Q5488650): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3101215792 / rank | |||
Normal rank | |||
Revision as of 19:32, 19 March 2024
scientific article; zbMATH DE number 5056190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Differentiation Theory for Itô's Calculus |
scientific article; zbMATH DE number 5056190 |
Statements
A Differentiation Theory for Itô's Calculus (English)
0 references
22 September 2006
0 references
SDEs
0 references
SPDEs
0 references
stochastic derivative
0 references
stochastic calculus
0 references
