Set-Indexed Itô Calculus Along Paths (Q4826130)
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scientific article; zbMATH DE number 2114433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Set-Indexed Itô Calculus Along Paths |
scientific article; zbMATH DE number 2114433 |
Statements
Set-Indexed Itô Calculus Along Paths (English)
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11 November 2004
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set-indexed processes
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main flow
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dimension reduction
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martingale
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bracket
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local time
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