Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695): Difference between revisions
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Latest revision as of 12:15, 17 December 2024
scientific article
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English | Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review |
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Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (English)
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21 October 2020
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stochastic differential equations
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stochastic integration
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Gaussian and non-Gaussian white noise
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fractional Brownian motion
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Wick calculus
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