BOOK-CHAPTER
Stochastic Anticipating Calculus
Year: 1998 Lecture notes in statistics Pages: 249-262 Publisher: Springer Nature
Keywords:
Stochastic calculus Stochastic differential equation Brownian motion Calculus (dental) Mathematics Sigma Differential calculus Stochastic process Stochastic integral Combinatorics Pure mathematics Differential equation Mathematical analysis Stochastic partial differential equation Physics Quantum mechanics Statistics
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FWCI (Field Weighted Citation Impact)
53
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0.84
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
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