Concepedia

Stochastic Calculus and Applications.

Saul Jacka, Robert J. Elliott

Journal of the Royal Statistical Society Series D (The Statistician) · 1986 · 697 citations · 0 references

Concepts

EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsSemimartingalesStochastic Differential SystemsStochastic Integrals