Ito's formula for a random walk (Q1056143)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ito's formula for a random walk |
scientific article |
Statements
Ito's formula for a random walk (English)
0 references
1982
0 references
discrete Ito formula
0 references
Tanaka formula
0 references
