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searching for Itô calculus 6 found (24 total)

alternate case: itô calculus

Kunita–Watanabe inequality (187 words) [view diff] no match in snippet view article find links to article

Williams, D. (1987). Diffusions, Markov Processes and Martingales. II, Itô, Calculus. Cambridge University Press. p. 50. doi:10.1017/CBO9780511805141. ISBN 0-521-77593-0
Bruno Dupire (450 words) [view diff] case mismatch in snippet view article find links to article
, Risk Magazine, Incisive Media Dupire, B (August 2009), Functional Itô Calculus, SSRN. Dupire, B (2010) Dupire equation, in: R Cont (Ed.): Encyclopedia
Chris Rogers (mathematician) (255 words) [view diff] case mismatch in snippet view article
Williams, D. (1987). "Diffusions, Markov Processes and Martingales, Itô Calculus". Cambridge University Press. Cite journal requires |journal= (help)
Risk-neutral measure (2,490 words) [view diff] exact match in snippet view article find links to article
-r}{\sigma }}} is known as the market price of risk. Utilizing rules within Itô calculus, one may informally differentiate with respect to t {\displaystyle t}
Rama Cont (1,633 words) [view diff] case mismatch in snippet view article find links to article
Lucia; Cont, Rama (2016). Stochastic Integration by Parts and Functional Itô Calculus. Advanced Courses in Mathematics - CRM Barcelona. doi:10.1007/978-3-319-27128-6
Separation principle in stochastic control (4,916 words) [view diff] exact match in snippet view article find links to article
Williams (2000). Diffusions, Markov processes and martingales: Volume 2, Itô calculus. Cambridge university press.CS1 maint: multiple names: authors list (link)