Yüklüyor......
TOWARD A STOCHASTIC CALCULUS, I
Differential equations, deduced by physical theory for systems subjected to practically possible (Lipschitzian) random disturbances, can also be solved for martingale (e.g., Brownian-motion) disturbances by interpreting integrals as Itô integrals. But the two theories are not unified, and disconcert...
Kaydedildi:
| Yazar: | |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
1969
|
| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC223559/ https://ncbi.nlm.nih.gov/pubmed/16591757 |
| Etiketler: |
Etiketle
Etiket eklenmemiş, İlk siz ekleyin!
|