On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q185107 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stratonovich and Skorohod stochastic calculus for Gaussian processes |
scientific article |
Statements
On Stratonovich and Skorohod stochastic calculus for Gaussian processes (English)
0 references
17 October 2013
0 references
Gaussian processes
0 references
rough paths
0 references
Malliavin calculus
0 references
Itô's formula
0 references
