Stochastic integration without tears (Q3730732)
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scientific article; zbMATH DE number 3962876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic integration without tears |
scientific article; zbMATH DE number 3962876 |
Statements
Stochastic integration without tears (English)
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1986
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submartingale decomposition
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change of variables formula
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stochastic calculus
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semimartingales
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0.8442277908325195
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