How K. Itô revolutionized the study of stochastic processes

DOI10.1007/s11537-007-0713-4zbMath1157.60325MaRDI QIDQ1000334

Marc Yor

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11537-007-0713-4

zbMATH Keywords

stochastic calculus; excursion theory; enlargement of filtration

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J65: Brownian motion

60G44: Martingales with continuous parameter

60G07: General theory of stochastic processes

60H05: Stochastic integrals