An isometry formula for a new stochastic integral (Q3449659)
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scientific article; zbMATH DE number 6504783
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| default for all languages | No label defined |
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| English | An isometry formula for a new stochastic integral |
scientific article; zbMATH DE number 6504783 |
Statements
AN ISOMETRY FORMULA FOR A NEW STOCHASTIC INTEGRAL (English)
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4 November 2015
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stochastic integral
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isometry formula
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Brownian motion
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adapted stochastic processes
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instantly independent stochastic processes
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conditional expectation
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power series expansion
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binomial expansion
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0.8457757830619812
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0.8352364301681519
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0.7886273264884949
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0.7860158085823059
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