Discrete Itô Formulas and Their Applications to Stochastic Numerics

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dc.creatorAkahori, Jirô
dc.date2006-03-14
dc.date.accessioned2026-07-07T07:06:53Z
dc.date.available2026-07-07T07:06:53Z
dc.descriptionThis is a survey note of the author's observations on the discrete-time analogues of Itô formulas.
dc.descriptionBased on a talk given at the 7th Workshop on Stochastic Numerics; Jun 27--29, 2005, RIMS, Kyoto
dc.identifierhttps://arxiv.org/abs/math/0603341
dc.identifierhttp://arxiv.org/abs/math/0603341
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110187
dc.subjectProbability
dc.subject60-02, 60-06, 65-C30
dc.titleDiscrete Itô Formulas and Their Applications to Stochastic Numerics
dc.typetext

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