Part of the Lecture Notes in Mathematics book series (LNM, volume 1899)
Discrete Sampling of Functionals of Ito Processes
Key words: Discrete time approximation, Martingale techniques, Non Markovian process.
KeywordsBrownian Motion Discrete Sampling Smooth Domain Martingale Property Markovian Case
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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© Springer-VerlagBerlinHeidelberg 2007