Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review |
scientific article |
Statements
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (English)
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21 October 2020
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stochastic differential equations
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stochastic integration
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Gaussian and non-Gaussian white noise
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fractional Brownian motion
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Wick calculus
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