Stochastic integration based on simple, symmetric random walks (Q1014051)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic integration based on simple, symmetric random walks |
scientific article |
Statements
Stochastic integration based on simple, symmetric random walks (English)
0 references
24 April 2009
0 references
stochastic integration
0 references
strong approximation
0 references
random walk
0 references
Itô formula
0 references