From discrete to continuous stochastic calculus (Q4890046)

From MaRDI portal
Revision as of 17:52, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 915169
Language Label Description Also known as
English
From discrete to continuous stochastic calculus
scientific article; zbMATH DE number 915169

    Statements

    From discrete to continuous stochastic calculus (English)
    0 references
    0 references
    0 references
    0 references
    3 June 1997
    0 references
    Wiener space
    0 references
    martingale representation
    0 references
    discretization schemes
    0 references
    stochastic calculus
    0 references
    invariance principles
    0 references
    \(D^ 2\)-convergence
    0 references

    Identifiers