On the generalized Tanaka's formula. (Q3097208)
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scientific article; zbMATH DE number 5972383
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| English | On the generalized Tanaka's formula. |
scientific article; zbMATH DE number 5972383 |
Statements
15 November 2011
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Wiener process
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symmetric integral
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extended symmetric integral
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Stratonovich stochastic integral
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stochastic Itô integral
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Tanaka's formula
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0.8284974098205566
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0.8054123520851135
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0.7967897653579712
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