Sample path properties of stochastic integrals, and stochastic differentiation (Q3031723): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q428655 |
Changed an Item |
||
| Property / author | |||
| Property / author: Edwin A. Perkins / rank | |||
Normal rank | |||
Revision as of 01:10, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path properties of stochastic integrals, and stochastic differentiation |
scientific article |
Statements
Sample path properties of stochastic integrals, and stochastic differentiation (English)
0 references
1989
0 references
Brownian motion
0 references
stochastic integral
0 references
modulus of continuity
0 references
estimate for the remainder in the first-order Taylor expansion
0 references
stochastic differentiation
0 references
pathwise uniqueness
0 references
