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zbMath0727.60054MaRDI QIDQ3349699

Tamas Szabados

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

discrete version of Itô's formula Itô's formula for smooth functions of a Wiener process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05)

Related Items (1)

Strong approximation of fractional Brownian motion by moving averages of simple random walks.

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