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Finite stochastic processes

Authors :
Imme van den Berg
Source :
Principles of Infinitesimal Stochastic and Financial Analysis
Publication Year :
2000
Publisher :
WORLD SCIENTIFIC, 2000.

Subjects

Subjects :
Continuous-time stochastic process
Computer science
Stochastic process
Local time
Stochastic calculus
Discrete-time stochastic process
Applied mathematics
Stochastic optimization
Gauss–Markov process
Time reversibility

Details

Database :
OpenAIRE
Journal :
Principles of Infinitesimal Stochastic and Financial Analysis
Accession number :
edsair.doi...........806b86652317717b89c25ebbf6b1a6ba

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