✦ LIBER ✦

Representations of Itô Processes

✍ Scribed by Ershov, M. P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic comparisons of Itô processes

✍ Bruno Bassan; Erhan Çinlar; Marco Scarsini 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 683 KB

Wick-Itô Formula for Gaussian Processes

✍ Nualart, David; Taqqu, Murad S. 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 191 KB

The Moments of Wishart Processes via Itô

✍ Graczyk, P.; Vostrikova, L. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 219 KB

Green measures of Ito processes

✍ R. Mikulevicius; H. Pragarauskas 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 516 KB

Multiplicative Lévy processes: Itô versu

✍ Srokowski, Tomasz 📂 Article 📅 2009 🏛 The American Physical Society 🌐 English ⚖ 306 KB

An Extension of Itô's Formula for Antici

✍ Elisa Alòs; David Nualart 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 713 KB