On the works of kiyosi itô and stochastic analysis (Q1000327): 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 02:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the works of kiyosi itô and stochastic analysis |
scientific article |
Statements
On the works of kiyosi itô and stochastic analysis (English)
0 references
6 February 2009
0 references
Brownian motion
0 references
Lévy-Itô decomposition
0 references
Itô integral
0 references
Itô formula
0 references
stochastic differential equation
0 references
Wiener-Itô decomposition
0 references
one-dimensional diffusion
0 references
excursions
0 references
stochastic geometry
0 references
stochastic control
0 references
stochastic finance
0 references
