On the works of kiyosi itô and stochastic analysis
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Publication:1000327
DOI10.1007/s11537-007-0644-0zbMath1156.60005MaRDI QIDQ1000327
Publication date: 6 February 2009
Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11537-007-0644-0
excursions; stochastic differential equation; Brownian motion; Itô integral; stochastic control; stochastic geometry; Itô formula; Wiener-Itô decomposition; one-dimensional diffusion; Lévy-Itô decomposition; stochastic finance
01A70: Biographies, obituaries, personalia, bibliographies
60Hxx: Stochastic analysis
60-03: History of probability theory