Markov Processes from K. Ito's Perspective (AM-155) (Q4411309)
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scientific article; zbMATH DE number 1947319
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Markov Processes from K. Ito's Perspective (AM-155) |
scientific article; zbMATH DE number 1947319 |
Statements
Markov Processes from K. Ito's Perspective (AM-155) (English)
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8 July 2003
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Lévy process
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Itô's integral
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Tanaka's formula
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Stratonovich's integral
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path space
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diffusion process
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0.8154709339141846
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