Advertisement

Ito Integrals

  • Bernt Øksendal
Part of the Universitext book series (UTX)

Abstract

We now turn to the question of finding a reasonable mathematical interpre- tation of the “noise” term in the equation of Problem 1 in the Introduction.

Keywords

Stochastic Process Brownian Motion Elementary Function Conditional Expectation Borel Function 
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.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Bernt Øksendal
    • 1
  1. 1.Department of MathematicsUniversity of OsloOsloNorway

Personalised recommendations