Abstract
In the preceding chapter we discussed stochastic processes in discrete time. This chapter is devoted to stochastic processes in continuous time. An important continuous time process is the standard Wiener process \(\{W_{t};\,\,t \geq 0\}\).
Intégrals Stochastique et Équations DifférentiellePrudence est mère de sûretéDiscretion is the better part of valour
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Borak, S., Härdle, W.K., López-Cabrera, B. (2013). Stochastic Integrals and Differential Equations. In: Statistics of Financial Markets. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33929-5_5
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DOI: https://doi.org/10.1007/978-3-642-33929-5_5
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