FILTERED STOCHASTIC CALCULUS
نویسندگان
چکیده
منابع مشابه
Stochastic Calculus
The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itô integral and some of its applications. They owe a great deal to Dan Crisan's Stochastic Calculus and Applications lectures of 1998; and also much to various books especially those of L. C. G. Rogers and D. Williams, and Dellacherie and Meyer's multi volume series 'Probabilities et P...
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2001
ISSN: 0219-0257,1793-6306
DOI: 10.1142/s0219025701000553