On Itô s formula for multidimensional Brownian motion
✍ Scribed by Hans Föllmer; Philip Protter
- Book ID
- 105746036
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 121 KB
- Volume
- 116
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
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Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has infl
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has infl