Radically Elementary Stochastic Integrals

被引：0

|

作者：

Herzberg, Frederik S. ^{[1
,2
]}

机构：

[1] Univ Bielefeld, Inst Math Econ, D-33615 Bielefeld, Germany

[2] Univ Munich, Munich Ctr Math Philosophy, Munich, Germany

来源：

STOCHASTIC CALCULUS WITH INFINITESIMALS | 2013年 / 2067卷

关键词：

D O I：

10.1007/978-3-642-33149-7_3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：19 / 34

页数：16

相关论文

共 50 条

[41] THE APPROXIMATION OF MULTIPLE STOCHASTIC INTEGRALS
KLOEDEN, PE
PLATEN, E
WRIGHT, IW
STOCHASTIC ANALYSIS AND APPLICATIONS, 1992, 10 (04) : 431 - 441
[42] Quantum Stochastic Integrals as Operators
Andrzej Łuczak
International Journal of Theoretical Physics, 2010, 49 : 3176 - 3184
[43] CONVERGENCE IN DISTRIBUTION OF STOCHASTIC INTEGRALS
BROWN, M
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (03): : 829 - &
[44] Efficient discretization of stochastic integrals
Fukasawa, Masaaki
FINANCE AND STOCHASTICS, 2014, 18 (01) : 175 - 208
[45] Weak convergence of stochastic integrals
Szyszkowski, I
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1997, 41 (04) : 810 - 814
[46] Stochastic integrals and adjoint derivatives
Di Nunno, Giulia
Rozanov, Yuri A.
STOCHASTIC ANALYSIS AND APPLICATIONS, 2007, 2 : 265 - +
[47] Basis for iterated stochastic integrals
Mathematics and Computers in Simulation, 1995, 38 (1-3):
[48] A Heisenberg inequality for stochastic integrals
Mueller, C
Stan, A
JOURNAL OF THEORETICAL PROBABILITY, 2005, 18 (02) : 291 - 315
[49] MALLIAVIN CALCULUS AND STOCHASTIC INTEGRALS
NUALART, D
LECTURE NOTES IN MATHEMATICS, 1986, 1221 : 182 - 194
[50] Approximating integrals of stochastic processes
Benhenni, K
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 325 (06): : 659 - 663

← 1 2 3 4 5 →