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2005-10-24Buch DOI: 10.18452/3658
On Itô's formula for multidimensional Brownian motion
dc.contributor.authorFöllmer, Hans
dc.contributor.authorProtter, Philip
dc.date.accessioned2017-06-15T21:42:29Z
dc.date.available2017-06-15T21:42:29Z
dc.date.created2005-10-24
dc.date.issued2005-10-24
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4310
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectBrownian motioneng
dc.subjectItô's formulaeng
dc.subjectstochastic integralseng
dc.subjectquadratic covariationeng
dc.subjectDirichlet spaceseng
dc.subjectpolar setseng
dc.subject.ddc330 Wirtschaft
dc.titleOn Itô's formula for multidimensional Brownian motion
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10051072
dc.identifier.doihttp://dx.doi.org/10.18452/3658
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages21
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue90
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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