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

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