Analytical solutions for stochastic differential equations via martingale processes (Q1992167)
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scientific article; zbMATH DE number 6971491
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| English | Analytical solutions for stochastic differential equations via martingale processes |
scientific article; zbMATH DE number 6971491 |
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Analytical solutions for stochastic differential equations via martingale processes (English)
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2 November 2018
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martingale process
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Itô formula
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change of variable
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differentiable process
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analytical solution
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0.7422115802764893
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0.7417379021644592
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0.7349491119384766
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0.7266491651535034
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