An elementary introduction to the Wiener process and stochastic integrals (Q4877621)
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scientific article; zbMATH DE number 878358
Language | Label | Description | Also known as |
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English | An elementary introduction to the Wiener process and stochastic integrals |
scientific article; zbMATH DE number 878358 |
Statements
2 September 1996
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Itô formula
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Wiener process
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symmetric random walks
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Stratonovich sense stochastic integrals
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math.PR
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