The descriptive complexity of stochastic integration (Q478999): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:24, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The descriptive complexity of stochastic integration |
scientific article |
Statements
The descriptive complexity of stochastic integration (English)
0 references
5 December 2014
0 references
stochastic integrals
0 references
pathwise integral
0 references
Brownian motion
0 references
Kolmogorov complexity
0 references
algorithmic randomness
0 references
Itō's lemma
0 references