Martingale-type stochastic calculus for anticipating integral processes (Q1769778)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale-type stochastic calculus for anticipating integral processes |
scientific article; zbMATH DE number 2149077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale-type stochastic calculus for anticipating integral processes |
scientific article; zbMATH DE number 2149077 |
Statements
Martingale-type stochastic calculus for anticipating integral processes (English)
0 references
30 March 2005
0 references
Malliavin calculus
0 references
stochastic integrals
0 references
0.8975277543067932
0 references
0.8396179676055908
0 references
0.8237903118133545
0 references
