scientific article; zbMATH DE number 2199827
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Publication:5313290
zbMath1077.60001MaRDI QIDQ5313290
Publication date: 26 August 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionItô integralmartingalesoption pricingsemimartingalesjump processesstochastic population dynamicschange of probability measurerandom oscillators
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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