Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290)
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scientific article; zbMATH DE number 6598638
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| English | Pathwise integrals and Itô-Tanaka formula for Gaussian processes |
scientific article; zbMATH DE number 6598638 |
Statements
Pathwise integrals and Itô-Tanaka formula for Gaussian processes (English)
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27 June 2016
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pathwise stochastic integrals
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Föllmer integral
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Gaussian processes
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generalized Lebesgue-Stieltjes integral
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Itô-Tanaka formula
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mathematical finance
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0.8060415387153625
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0.8032385110855103
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0.8014609813690186
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