Sample path properties of stochastic integrals, and stochastic differentiation (Q3031723): Difference between revisions
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Revision as of 21:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path properties of stochastic integrals, and stochastic differentiation |
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Sample path properties of stochastic integrals, and stochastic differentiation (English)
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1989
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Brownian motion
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stochastic integral
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modulus of continuity
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estimate for the remainder in the first-order Taylor expansion
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stochastic differentiation
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pathwise uniqueness
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