✦ LIBER ✦

Stochastic comparisons of Itô processes

✍ Scribed by Bruno Bassan; Erhan Çinlar; Marco Scarsini

Book ID: 103689097
Publisher: Elsevier Science
Year: 1993
Tongue: English
Weight: 683 KB
Volume: 45
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(93)90056-a

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How K. Itô revolutionized the study of s

How K. Itô revolutionized the study of stochastic processes

✍ M. Yor 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 88 KB

Introduction to Stochastic Analysis (Int

Introduction to Stochastic Analysis (Integrals and Differential Equations) || Itô Processes

✍ Mackevičius, Vigirdas 📂 Article 📅 2013 🏛 John Wiley & Sons, Inc ⚖ 189 KB

Representations of Itô Processes

✍ Ershov, M. P. 📂 Article 📅 1972 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 501 KB

Comparison of combined stochastic risk p

Comparison of combined stochastic risk processes and its applications

✍ Ji Hwan Cha 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 240 KB

Identification of a noncausal Itô proces

Identification of a noncausal Itô process from the stochastic Fourier coefficients

✍ Ogawa, Shigeyoshi; Uemura, Hideaki 📂 Article 📅 2014 🏛 Elsevier Science 🌐 French ⚖ 286 KB

Brownian Motion (An Introduction to Stoc

Brownian Motion (An Introduction to Stochastic Processes) || Chapter 16. Itô’s formula

✍ Schilling, René L.; Partzsch, Lothar 📂 Article 📅 2012 🏛 DE GRUYTER 🌐 German ⚖ 432 KB

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