𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stoshastic processes and stochastic integration

✍ Scribed by Pivato M.


Book ID
127436878
Year
1999
Tongue
English
Weight
1 MB
Category
Library

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stochastic integration with respect to G
✍ Laurent Decreusefond πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 82 KB

We construct a Stratonovitch-Skorohod-like stochastic integral for general Gaussian processes. We study its sample path regularity and one of its numerical approximating schemes. We also analyze the way it is transformed by an absolutely continuous change of probability and we give an ItΓ΄ formula. T