Discrete Itô Formulas and Their Applications to Stochastic Numerics

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This is a survey note of the author's observations on the discrete-time analogues of Itô formulas.
Based on a talk given at the 7th Workshop on Stochastic Numerics; Jun 27--29, 2005, RIMS, Kyoto

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Probability, 60-02, 60-06, 65-C30

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http://salesiana.dossiersoluciones.com/handle/123456789/110187

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0603341
 http://arxiv.org/abs/math/0603341

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arXiv