Stochastic differential calculus for processes with n-dimensional parameter.
Stochastica (1978)
- Volume: 2, Issue: 4, page 51-70
- ISSN: 0210-7821
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topSanz Solé, Marta. "Cálculo diferencial estocástico para procesos con parámetro n-dimensional.." Stochastica 2.4 (1978): 51-70. <http://eudml.org/doc/39847>.
@article{SanzSolé1978,
author = {Sanz Solé, Marta},
journal = {Stochastica},
keywords = {Ecuaciones diferenciales estocásticas; Integración estocástica; Martingalas; Procesos de Wiener; Wiener process; martingale; stochastic integral; Gaussian process; Markov process; multiparameter stochastic differential calculus; stochastic partial differential equations},
language = {spa},
number = {4},
pages = {51-70},
title = {Cálculo diferencial estocástico para procesos con parámetro n-dimensional.},
url = {http://eudml.org/doc/39847},
volume = {2},
year = {1978},
}
TY - JOUR
AU - Sanz Solé, Marta
TI - Cálculo diferencial estocástico para procesos con parámetro n-dimensional.
JO - Stochastica
PY - 1978
VL - 2
IS - 4
SP - 51
EP - 70
LA - spa
KW - Ecuaciones diferenciales estocásticas; Integración estocástica; Martingalas; Procesos de Wiener; Wiener process; martingale; stochastic integral; Gaussian process; Markov process; multiparameter stochastic differential calculus; stochastic partial differential equations
UR - http://eudml.org/doc/39847
ER -
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