Itô Calculus and Diffusion Processes | Zendy

Pierre Devolder | Zendy; Jacques Janssen | Zendy; Raimondo Manca | Zendy

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Itô Calculus and Diffusion Processes

Author(s) -

Pierre Devolder,

Jacques Janssen,

Raimondo Manca

Publication year - 2012

Language(s) - English

Resource type - Reports

DOI - 10.1002/9781118562031.app2

Subject(s) - stochastic calculus , stochastic differential equation , brownian motion , integrator , stochastic process , diffusion process , mathematics , stratonovich integral , geometric brownian motion , malliavin calculus , continuous time stochastic process , simple (philosophy) , diffusion , wiener process , stochastic modelling , integration by parts , calculus (dental) , stochastic partial differential equation , mathematical analysis , computer science , differential equation , integral equation , physics , innovation diffusion , statistics , riemann integral , fourier integral operator , dentistry , thermodynamics , medicine , philosophy , computer network , knowledge management , bandwidth (computing) , epistemology

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