A Review of Continuous-Time Stochastic Calculus
Part of the Springer Finance book series (FINANCE)
In this and the succeeding chapters the time parameter takes values in either a finite interval [0, T] or the infinite intervals [0, ∞), [0, ∞]. We denote the time parameter set by 𝕋 in each case.
KeywordsBrownian Motion Probability Space Stochastic Differential Equation Simple Process Standard Brownian Motion
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer Science+Business Media New York 1999