A DISCRETE-TIME ITÔ'S FORMULA (Q4797326)

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scientific article; zbMATH DE number 1881656
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A DISCRETE-TIME ITÔ'S FORMULA
scientific article; zbMATH DE number 1881656

    Statements

    title
    A DISCRETE-TIME ITÔ'S FORMULA (English)
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    DOI
    10.1081/SAP-120014691
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    publication date
    8 July 2003
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    zbMATH DE Number
    1881656
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    zbMATH Keywords
    stochastic difference equations
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    discrete Itô formula
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    martingale
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