A DISCRETE-TIME ITÔ'S FORMULA (Q4797326)
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scientific article; zbMATH DE number 1881656
Language | Label | Description | Also known as |
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English | A DISCRETE-TIME ITÔ'S FORMULA |
scientific article; zbMATH DE number 1881656 |
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A DISCRETE-TIME ITÔ'S FORMULA (English)
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8 July 2003
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stochastic difference equations
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discrete Itô formula
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martingale
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