Stochastic integration without tears (Q3730732): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1240468 |
||
Property / author | |||
Property / author: Philip E. Protter / rank | |||
Revision as of 18:06, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic integration without tears |
scientific article |
Statements
Stochastic integration without tears (English)
0 references
1986
0 references
submartingale decomposition
0 references
change of variables formula
0 references
stochastic calculus
0 references
semimartingales
0 references