Stochastic integration and one class of Gaussian random processes (Q4705243)
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scientific article; zbMATH DE number 1380495
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic integration and one class of Gaussian random processes |
scientific article; zbMATH DE number 1380495 |
Statements
Stochastic integration and one class of Gaussian random processes (English)
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19 December 1999
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Gaussian process
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quadratic variation
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extended stochastic integral
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Itô's formula
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0.8044209480285645
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0.7890728116035461
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0.784034252166748
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