On Itô's formula for multidimensional Brownian motion
dc.contributor.author | Föllmer, Hans | |
dc.contributor.author | Protter, Philip | |
dc.date.accessioned | 2017-06-15T21:42:29Z | |
dc.date.available | 2017-06-15T21:42:29Z | |
dc.date.created | 2005-10-24 | |
dc.date.issued | 2005-10-24 | |
dc.identifier.issn | 1436-1086 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/4310 | |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | Brownian motion | eng |
dc.subject | Itô's formula | eng |
dc.subject | stochastic integrals | eng |
dc.subject | quadratic covariation | eng |
dc.subject | Dirichlet spaces | eng |
dc.subject | polar sets | eng |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | On Itô's formula for multidimensional Brownian motion | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10051072 | |
dc.identifier.doi | http://dx.doi.org/10.18452/3658 | |
local.edoc.pages | 21 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2001 | |
dc.identifier.zdb | 2135319-0 | |
bua.series.name | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
bua.series.issuenumber | 2001,90 |