Stochastic Calculus (Q4889556)
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scientific article; zbMATH DE number 917003
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic Calculus |
scientific article; zbMATH DE number 917003 |
Statements
14 August 1996
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embedded Harris chains
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Brownian motion
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Markov properties
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Meyer-Tanaka formula
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Girsanov's theorem
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Burkholder-Davis-Gundy inequalities
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Feynman-Kac formula
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Green function
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Prokhorov's theorem
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tightness
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Donsker's theorem
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Stochastic Calculus (English)
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0.8659751415252686
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0.8588888645172119
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