Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (Q718268): Difference between revisions
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Revision as of 02:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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