The First Attempt on the Stochastic Calculus on Time Scale (Q3114571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The First Attempt on the Stochastic Calculus on Time Scale |
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The First Attempt on the Stochastic Calculus on Time Scale (English)
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19 February 2012
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Doob-Mayer decomposition
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Itô's formula
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martingale
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Lebesgue-Stieltjes measure on time scale
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Lebesgue-Stieltjes \(\nabla\)-integral
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natural increasing process
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stochastic integration
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time scale
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\(\nabla\)-stochastic integral
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