Localization of the extended stochastic integral (Q3508673)
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scientific article; zbMATH DE number 5295392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Localization of the extended stochastic integral |
scientific article; zbMATH DE number 5295392 |
Statements
Localization of the extended stochastic integral (English)
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1 July 2008
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Wiener space
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divergence operator
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Skorokhod stochastic integral
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localization property
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0.7652251720428467
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0.7590568661689758
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0.7543667554855347
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