The descriptive complexity of stochastic integration
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Publication:478999
DOI10.1016/J.JCO.2014.07.004zbMath1329.60168OpenAlexW2062315528MaRDI QIDQ478999
Publication date: 5 December 2014
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2014.07.004
Brownian motionKolmogorov complexitystochastic integralsalgorithmic randomnesspathwise integralItō's lemma
Analysis of algorithms and problem complexity (68Q25) Brownian motion (60J65) Stochastic integrals (60H05)
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Cites Work
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