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Itô’s Stochastic Calculus and Probability Theory · Study

BookItô’s Stochastic Calculus and Probability Theory

Nobuyuki Ikeda1996

Book1996

Itô’s Stochastic Calculus and Probability Theory

Nobuyuki Ikeda · Shinzo Watanabe · Masatoshi Fukushima · Hiroshi Kunita

28 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications History and Theory of Mathematics Probability and Statistical Research

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References

1951Multiple Wiener Integral 1967DIFFUSION PROCESSES AND THEIR SAMPLE PATHS 1951On a Formula Concerning Stochastic Differentials 1984Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces 1950Stochastic Differential Equations in a Differentiable Manifold 1952Complex Multiple Wiener Integral 1946On a stochastic integral equation 1983Distribution-valued processes arising from independent Brownian motions

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2010Itô’s stochastic calculus: Its surprising power for applicationsarticle · 4 shared references 1964On stationary solutions of a stochastic differential equationarticle · 3 shared references 2004A short history of stochastic integration and mathematical finance: the early years, 1880–1970chapter · 3 shared references 1953Stochastic Differential Equations in a Differentiable Manifold (2)article · 3 shared references 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONSchapter · 2 shared references 1988White noise approach to stochastic integrationarticle · 2 shared references

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Year1996

Typebook

Published1996-01-01

VenueSpringer eBooks

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-4-431-68532-6

openalex_workW1519789982

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