Open AccessIto formula and Girsanov theorem on a new Ito integral
Author(s) -
Yun Peng
Publication year - 2014
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.4035
Subject(s) - girsanov theorem , stochastic calculus , mathematics , extension (predicate logic) , stochastic process , stratonovich integral , stochastic differential equation , mathematical economics , mathematical analysis , computer science , integral equation , riemann integral , singular integral , stochastic partial differential equation , partial differential equation , statistics , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom