Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion (Q5423747)
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scientific article; zbMATH DE number 5207267
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| English | Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion |
scientific article; zbMATH DE number 5207267 |
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Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion (English)
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31 October 2007
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Brownian motion
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local time
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self-intersection local time
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stochastic integration
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0.79140615
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0.7861673
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0.7814316
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0.7805245
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0.7648437
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0.75897056
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