Open AccessIto formula and Girsanov theorem on a new Ito integral
Author(s) -
Yun Peng
Publication year - 2022
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 , mathematical economics , stochastic differential equation , computer science , mathematical analysis , stochastic partial differential equation , partial differential equation , statistics , programming language