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Lithuanian Mathematical Journal

, Volume 22, Issue 3, pp 302–306 | Cite as

Ito's formula for a random walk

  • R. Kudžma
Article
  • 81 Downloads

Keywords

Random Walk 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Literature Cited

  1. 1.
    P.-A. Meyer, “Martingales and Stochastic integrals. I,” Lect. Notes Math., Vol. 284, Springer-Verlag (1972).Google Scholar
  2. 2.
    J. Neveu, Discrete Parameter Martingales, North-Holland, Amsterdam (1975).Google Scholar
  3. 3.
    M. Yor, Rappels et préliminaires généraux,” Asterisque,52–53, 17–22 (1978).Google Scholar

Copyright information

© Plenum Publishing Corporation 1983

Authors and Affiliations

  • R. Kudžma

There are no affiliations available

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