Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6598638
@@ Property / zbMATH DE Number: 6598638 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pathwise stochastic integrals
@@ Property / zbMATH Keywords: pathwise stochastic integrals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Föllmer integral
@@ Property / zbMATH Keywords: Föllmer integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian processes
@@ Property / zbMATH Keywords: Gaussian processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Lebesgue-Stieltjes integral
@@ Property / zbMATH Keywords: generalized Lebesgue-Stieltjes integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itô-Tanaka formula
@@ Property / zbMATH Keywords: Itô-Tanaka formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mathematical finance
@@ Property / zbMATH Keywords: mathematical finance / rank @@
+Normal rank

Revision as of 21:46, 27 June 2023