Stochastic calculus for analogue of Wiener process (Q3397204)
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scientific article; zbMATH DE number 5605929
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic calculus for analogue of Wiener process |
scientific article; zbMATH DE number 5605929 |
Statements
22 September 2009
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generalized Wiener process
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stochastic integral
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Itô formula
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stochastic differential equation
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linear filtering
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0.7826247215270996
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0.7806616425514221
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0.7776355743408203
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