From discrete to continuous stochastic calculus (Q4890046): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509508833970 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991900707 / rank | |||
Normal rank | |||
Latest revision as of 00:57, 20 March 2024
scientific article; zbMATH DE number 915169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From discrete to continuous stochastic calculus |
scientific article; zbMATH DE number 915169 |
Statements
From discrete to continuous stochastic calculus (English)
0 references
3 June 1997
0 references
Wiener space
0 references
martingale representation
0 references
discretization schemes
0 references
stochastic calculus
0 references
invariance principles
0 references
\(D^ 2\)-convergence
0 references
