Publication:4431607
From MaRDI portal
zbMath1026.60074MaRDI QIDQ4431607
Publication date: 22 October 2003
60G15: Gaussian processes
62P05: Applications of statistics to actuarial sciences and financial mathematics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
60G17: Sample path properties
60H05: Stochastic integrals
