Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (Q718268)
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scientific article; zbMATH DE number 5950087
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| English | Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case |
scientific article; zbMATH DE number 5950087 |
Statements
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (English)
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23 September 2011
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continuous-time random walk
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stochastic integrals
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stochastic jump process
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stochastic theory
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stochastic model
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probabilistic model
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probabilistic simulation
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Monte Carlo
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econophysics
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0.7339375615119934
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0.7216886878013611
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0.7169339060783386
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