From discrete to continuous stochastic calculus (Q4890046): Difference between revisions
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scientific article; zbMATH DE number 915169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From discrete to continuous stochastic calculus |
scientific article; zbMATH DE number 915169 |
Statements
From discrete to continuous stochastic calculus (English)
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3 June 1997
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Wiener space
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martingale representation
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discretization schemes
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stochastic calculus
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invariance principles
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\(D^ 2\)-convergence
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