The descriptive complexity of stochastic integration (Q478999): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / Mathematics Subject Classification ID: 68Q25 / rank | |||
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Property / zbMATH DE Number: 6377028 / rank | |||
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stochastic integrals | |||
Property / zbMATH Keywords: stochastic integrals / rank | |||
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pathwise integral | |||
Property / zbMATH Keywords: pathwise integral / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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Kolmogorov complexity | |||
Property / zbMATH Keywords: Kolmogorov complexity / rank | |||
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algorithmic randomness | |||
Property / zbMATH Keywords: algorithmic randomness / rank | |||
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Itō's lemma | |||
Property / zbMATH Keywords: Itō's lemma / rank | |||
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Revision as of 18:45, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | The descriptive complexity of stochastic integration |
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The descriptive complexity of stochastic integration (English)
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5 December 2014
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stochastic integrals
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pathwise integral
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Brownian motion
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Kolmogorov complexity
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algorithmic randomness
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Itō's lemma
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